DMX and DMX2004 are touchy when it comes to the version of PHP you are using. I also had the same problem for about a week. Couldn't connect to the database, unidentified error, and on and on. I finally said screw it and reinstalled from scratch. Tried DSNLess connections and so on. It boils down to this: The scripts automated by DMX2004 do not work with PHP5. DMX2004 also has errors with PHP 4.3.4. This is what I am running, and it is running perfect. No problems:
Apache 2.0.49
MySQL 4.0.18
PHP 4.3.6
DMX2004
I have a test computer at home running Win XP Pro and at work a test server with 2000 Pro and a production server running NT4. All with the same environment. Hope that helps some.