To dual boot your system win XP and Mandriva you need to add a line in your lilo.conf file such as this:
other=/dev/hdb1 (that is if your win XP drive is the primary slave)
After you do this you need to run lilo again (as root) to effect the changes. Also this will only work if the MBR of winXP is on the same drive as the rest of winXP
Try looking at http://www.control-escape.com/linux/lilo-cfg.html for more explanation.