What exactly does "it doesn't work" mean? do you get a 500 error, a 404 error, a blank browser screen?? Aside from printing the content type mentioned above, there is also the fact that the web server usually runs as a different user. So if your script is assuming that it's executor is you, then it will be wrong when being executed by the web server and the mysql server may be denying the access.
-Syn0