The other posters are correct you cannot connect to MySQL directly from javascript. This is because JavaScript is at client side & mysql is server side.
So your best bet is to use ajax to call a handler as quoted above if you can let us know what language your project is in we can better help you ie php/java/.net
If you project is using php then the example from Merlyn is a good place to start, I would personally use jquery.ajax() to cut down you code and have a better chance of less cross browser issues.