Which Better, Login via mysql_connect or database ??

[Lightzero]

I 'm confused to make Login System (Authentication)..
Which one is better :
1. Login via mysql_connect :
- like :
$user=$_POST["TxtUser"];
$pass=$_POST["TxtPass"];
mysql_connect("localhost",$user,$pass);

2. or via database / table :
- like :
mysql_connect("localhost","root","123");
mysql_select_db("Login");
$result=mysql_query("Select * from MsLogin where Username='".$user."' and Password='".$pass."'");

Total User : more than 1400.., and every user have specific limitation on database and table..

Thank you...