this is probably possible to do using the package manager directly, but i'm too lazy to bother figuring that out now .. so
..as the most likely candidate i think.. so then you do:
never ever(#1) "download" stuff when working in Linux; use the package manager of the distro you are using!
sudo aptitude install php5-mysql
#1: there are some exceptions to this, but you better be damn sure you have a rationale for doing something like that.