You don't have the MS SQL Drivers installed.
You can check this with
On Linux you need mssql.so or sybase.so
With debian its
apt-get install php5-sybase
For windows take a look here: http://msdn.microsoft.com/en-US/library/cc793139%28v=SQL.90%29.aspx
Drivers need to be configured for PHP to find the function mssql_...
You could also look at PDO DB classes as they can connect to any DBS, you need the drivers installed tho.