I have the same problem with our main company webhost at work. If you write a PHP script using the $query = "MYSQL STUFF HERE"; then you can execute commands. First of all, you must connect to the database, like this:
MYSQL_CONNECT(localhost,username,password) OR DIE("Unable to connect to database");
then you have to tell it which database to use:
@mysql_select_db("database_name") or die("Unable to select database");
After that, you can put database commands inside a $query, like:
$query = "INSERT INTO database VALUES ('Alex', 'http://www.alex-greg.co.uk')";
After you've finished with your database, you have to close your database connection, like so:
MYSQL_CLOSE();
So a complete database script might look like this:
<?
MYSQL_CONNECT(localhost,username,password) OR DIE("Unable to connect to database");
@mysql_select_db("database") or die("Unable to select database");
$query = "INSERT INTO table VALUES ('$name','$email')";
MYSQL_CLOSE();
?>
Any more questions, feel free to ask