mysql_pconnect() function only works if PHP is installed as an Apache module which it is not the case of my hosting server. Is there any chance you fix this?

After I install Dolphin I get the following message: "Database connect failed"

Hello,

Dolphin uses persistent connections to avoid connecting to database server everytime. because The minimum idle time is only 10 mins if there is no traffic in website. So it is not advisable to change this.

You can consider a hosting from http://www.happy-hosting.com

You can change the connection settings at inc/db.inc.php (Not recommended).