mysql connection with jQuery and .ajax

I am slowly and painstakingly succeeding in applying AJAX with jQuery but occasionally I hit little walls.

This time I am chasing my tail with the following error messages:

1) Access denied for user 'secems'@'localhost' (using password: NO) in /home/s
2) A link to the server could not be established in /home/

What I have managed to understand is that when I use ajQuery approach and my call back function sends the URL, the actual php pages that are undelying are the cause. Now the code used to work _before_ i transfered some functionalities to jQuery...so I figure that all php code that is now part of a callback function does not benefit from "connections" made in the main PHP.

Anway, my question is:
Is there a way to have the underlying php which each may have 1 or 2 includes to other php files, is there a way to establish a connection that each of these files can use?

Thanks