WordPress charset error only happening occasionally

I get the following error on my website, it only happens occasionally. The host conpany say it is cause dby not using mysql_close in all scripts but I thought PHP did that by default. Either way, I have the standard wordpress installtion so not sure which script could be causing this.

Warning: mysql_set_charset(): Error executing query in /mysite.com/wp-includes/wp-db.php on line 715

Warning: Cannot modify header information – headers already sent by (output started at /mysite.com/wp-includes/wp-db.php:715) in /mysite.com/wp-includes/pluggable.php on line 1121