If you´re using KDE, goto where you downloaded the rpms (and it´s best if you get mandrake specific rpms) use Ctrl-T to bring up the console, at the console type su and the root user password, then type: urpmi package-to-install.rpm if its needs any files that are on the cd´s it will promt you for them, if they are not on the cd you will have to look for them on the internet. I would suggest adding contrib and PLF to Mandrakes sources for apps and files. Goto www.pclinuxonline.com and find Easy URPMI Config link.
Good luck