$db = mssql_open($user, $pwd); ???? - непомню
mssql_select($db);
$sql = "select * from mytable";
while ($row == mssql_feach_row($sql))
{
printf ("<a>%s</a>, $row['my_col']);
}
mssql_close($db);


лучше посети www.phpclub.net