Código PHP:
<?php
echo "<table border='0'>";
echo "<tr>";
echo "<th>Socios</th>";
echo "<th>Teléfonos</th>";
echo "</tr>";
$consulta=mysql_query("select socio,telefono from socios",$conexion);
while($fila=mysql_fetch_object($consulta)){
echo "<td>$fila->socio</td>";
echo "<td>$fila->telefono</td>";
echo "</tr>";
}
echo "</table>";
?>