After you connect to the database server, you need to select the database you wish to work with before attempting to insert into it.
Code:
$jl = mysql_connect('hostname', 'username', 'password') or die('Could not connect: ' . mysql_error());
mysql_select_db("database",$jl) or die(mysql_error());
$sql = 'INSERT INTO simple VALUES ('Bah')';
mysql_query($sql);
mysql_close($jl);