Databases

How would i go about making a database, and connecting to a database from within 1 page? (Eg index.php)
A database which creates:
Username
Password
*ID
D.O.B

and then use this within the site for when users register?
I have a login script too, i didn't make it, i found it from the net, how would i be able to use this to only let people who login use certain pages?
Also.. I need some help with the site im making too, at the moment i'm concentrating on constructiong the site, then design later, this is what i have at the moment:
<a href="www.no-remorseclan.com/My%20Website">HERE</a>