how to execute mysql command DELIMITER

I have huge problem (for me)

I need to execute the MySQL command DELIMITER | from PHP, but mysql_query() fails with an error. I found that mysql_query() doesn't support the use of DELIMITER, because this command only works in MySQL console

But when I open phpMyAdmin there is an option to change DELIMITER on the SQL tab and it works, but I don't know how.

Is it possible to change delimiter from PHP? I need it to do before calling a CREATE TRIGGER command that uses several ;.