Question about sqli class

I don´t know if this is the correct place to ask this questions but I haver some doubts about using mysqli class in php. I am designing a web place using wamp2 (php5, mysql 5.0.x ....). My databases have been done using phpmyadmin so they are "normal" mysql, I mean that I have done nothing with SQLITE. On the other hand, I am accessing to my databases and tables using mysqli class and methods for example:
$conn = new mysqli ( ..........) (this is what I am using)
I am using that because I read in the internet that mysqli methods where more efficient but I don´t know if it´s correct to use that methods with my mysql database (it runs perfect).

so... is it correct? supposing that it´s correct to use it......is it faster and better to use mysqli methods than using the functions that were used before these new classes appeared?

thanks...

my email is:
iorm@xxxxxxxxxxxxx