I probably already know the answer, but this router is connected via a cable modem, so that you have;
Mandrake system--> Vigor 2200E --> cable modem? And the primary connection from the Vigor 2200E is to the cable modem?
And it does work in Windows, usng this setup?
When in Mandrake, when you type ifconfig as root, what is the output?
You are using dhcp and configured this when installing Mandrake?
Finally, what specific motherboard/system do you have?