Assuming you are using mysql_query:
For other type of SQL statements, INSERT, UPDATE, DELETE, DROP, etc, mysql_query() returns TRUE on success or FALSE on error.
If you are using PDO::exec, then the manual says this:
PDO::exec() returns the number of rows that were modified or deleted by the SQL statement you issued. If no rows were affected, PDO::exec() returns 0.
Don’t want to answer snipe, but since this was selected as the answer, I should note that mysql_query will return TRUE even if the query did not actually remove anything. You should use mysql_affected_rows to check for that.