<?
$mysql_host = 'localhost';
$mysql_user = 'XXXXXX';
$mysql_pass = 'XXXXXX';
$mysql_db   = 'XXXXXX';

mysql_connect($mysql_host, $mysql_user, $mysql_pass) or die("Could not connect DB\n");
mysql_select_db($mysql_db) or die("Could not select database");

$result = mysql_query ("SELECT * FROM wp_posts WHERE post_type='post' ORDER BY post_date DESC LIMIT 10");
    while ($row = mysql_fetch_array ($result)) {
        $row['post_title'] = iconv("UTF-8", "windows-1251", $row['post_title']);
        print <<<TTT
<li><a href="http://АДРЕС САЙТА/?p={$row['ID']}" target="_blank">{$row['post_title']}</a></li>
TTT;
    }

?>

$row['post_title'] = iconv("UTF-8", "windows-1251", $row['post_title']);

$mysql_host = 'localhost';
$mysql_user = 'XXXXXX';
$mysql_pass = 'XXXXXX';
$mysql_db   = 'XXXXXX';

<li><a href="[b]http://АДРЕС САЙТА[/b]/?p={$row['ID']}" target="_blank">{$row['post_title']}</a></li>