I do most of my development on a Windows XP machine and then move my projects to my web host running PHP 4 when they are ready for deployment. Recently I'm been experimenting with a small project including a forum. I wasn't going to create a forum from scratch with so many good forums already freely available but I was running into problems authenicating with MySQL on my windows box while using PHP 4 despite everything working fine when I switched to PHP 5.
Anyway, I've just come across one solution to the problem posted by Edin Kadribašić
here. He is offering updated MySQL libs on his site which should just be a case of dropping them into the PHP 4 install directory. Visit his blog post for the files and a more complete explanation.