Stupid Error or am I being stupid ?
 

$fav="<a href=".str_replace(" ", "+", $_POST[url]).">".$_POST[mysearch]."</a>";

echo $fav;

Nothing gets outputted.

One thing that stands out to me is the quotes in the statement. You need to precede the ones you want to keep as quotes with a backslash. So, if you wanted to write:

$fav="<a href="http://this.site.here/">";

you would actually write:

$fav="<a href=\"http://this.site.here/\">";

Spread it out a bit more :). The code is fixed aswell.

There is nothing wrong with his original code (even if not properly formatted), it should still output something, at least an error. :)
That will show your code. As a side note, try var_dump() also, is a cool function. :)