Good use of a class?

class conn {
   function go($host,$user,$pass,$db) {
      $conn = mysql_connect($host,$user,$pass) or die("mySQL connect error");
      mysql_select_db($db,$conn) or die ("mySQL DB error");
   }
}

$conn = new conn;
$conn->go("localhost","*****","*****","*****");


What i want to know is, is it worth connecting to a DB this way?
In this case would it make more sense to just directly call the functions mysql_connect and mysql_select_db?

If this is a logical use is there anything i can do to improve its functionality, i was thinking of writing it without the go function so i just had the class and two connect lines but wasn't sure if this would actually serve any benefit.

Thoughts please...

Points will be increased if my knowledge of OOP is expanded throughout this question.