create secure login

I know this may not be the best place to post this, but it's a start.

I am new to writing web pages, and am writing a mysql driven website. I want
to know how to setup a login page so a user only needs to login once during
a session, so all queries against the MySQL database will proceed smoothly,
without having to enter username/password again and again.

I don't know if it is possible to open the connection to the database once
during login, and then close it at the end, or if a connection needs to be
opened for each query. I would also like to implement md5 for the password,
but don't know how to go about it....i've had a play with javascript and
php, but can't figure out exactly how to do this.

Thanks for any help/pointers
Nathan