This extension is no longer bundled with PHP as of PHP 5.3. This extension is considered unmaintained and dead.
In order to have these functions available, you must compile PHP with msql support by using the --with-msql[=DIR] option. DIR is the mSQL base install directory, defaults to /usr/local/msql3.
Note: Note to Win32 Users
In order for this extension to work, there are DLL files that must be available to the Windows system PATH. For information on how to do this, see the FAQ entitled "How do I add my PHP directory to the PATH on Windows". Although copying DLL files from the PHP folder into the Windows system directory also works (because the system directory is by default in the system's PATH), this is not recommended. This extension requires the following files to be in the PATH: msql.dll