When installing a CMS you usually present with a choice to use MySQL persistent connection and the question is should you use persistent or not!
The reason for using persistent connections is reducing the number of connects which are rather expensive but...
On shared host, people frequently are having trouble with MySQL timeout and MySQL connection problem and I believe the major contributing factor is there are only so many numbers of connections on a particular server and if you setup your site to use a persistent connection you basically limiting other people chances of using the connection when your site might not using the connection.
In a server where the connection to the server is pretty static and predictable then MySQL persistent connection might help to improve some but on a shared host, MySQL persistent connection will do more harm than good.
So my recommendation is not to use MySQL persistent connection when to install a CMS on shared host.