I'm a newbie who has experienced similar problems. One of the BIG questions we face is how to install new programs.
I have RedHat 8.0, which also has an RPM file Manager. It should, because "RPM" stands for RedHat Package Manager."
Anywat, .rpm files are what you want. Make sure you download an .rpm file if possible. They are very easy to install. I download mine to the Tmp file. Using a file manager, I right click on the downloaded program, and then click on "install package." Now, THAT'S easy!
I'm not familiar with Mandrake, but RedHat has another great feature. You have an entitlement to over a thousand downloads of .rpm applications. You just have to activate it at RedHat Network. That isn't a big deal. If Mandrake has a similar feature, use it. I noticed that WINE, the Windows Emulator, is on it. If you want to run certain Windows programs, such as Microsoft Office, just click on it, and it will download and install automatically. You will NEVER se anything like that on Windows!
Bottom line is try to download .rpm packages. They are EASY to install when compared to tarred or gunzipped packages. I've had to use a terminal to type in command lines to install those, and that's a chore.