Best way to connect to MySQL with PHP securely

I want some input on what you guys think is the most secure way to connect to a MySQL database using PHP. Currently the way I'm doing it is a utility PHP file that I include in the top of all my other PHP files. The utility PHP file is this:

    if(!defined('IN_PHP')){
        die("hackerssss");
    }
    $mysql_host = "localhost";
    $mysql_user = "root";
    $mysql_pass = "root";
    $mysql_db = cokertrading;
?>

Any suggestions?