Plus, if you need to nest mysql_fetch_assoc functions, then you'll also need separate database connections ;)
He won't need to declare another mysql_connect(). MySQL will handle this by itself. While true, it does create another thread, it does not require to mysql_connect() again. Nesting does not truly have any adverse effects.
While it may be recommended that he does a JOIN instead of one query and another, or at least attempt a sub query, I wouldn't say using nested mysql_fetch_assoc() need any type of warning.