Easy answer on the first count. The bios boots from the cdrom, not Mandrake. Then, at the install flash screen, Mandrake looks for the cdrom to start the installation.
Often these issues can be caused by a faulty burned image. As long as you get the Mandrake splash screen, we know that you burned the cd as an image, not as a data disk with just the iso file on the cdrom disk. So...
What make and model DVD drive is this? If it's a newer model, then the issue could be using too old a version of Mandrake.
This is Mandrake 10, 10.1 or 10.2?
Conversely, if the DVD drive is really old, it may have trouble. Did you burn the disk on the same system? If so, try booting from the cdrw drive instead.
What speed did you burn the iso image at? ISO images must be burned at slow speeds, say 4X or 8X.
Depending on the DVD drive, it may have a problem reading the cdrom disk. Did you use a cdrw disk, or a cd-r disk to burn the image? Using inexpensive cdrom disks can be an issue, as well.
The third possibility is a bad download, especially if you are downloading using dialup. Did you check the md5sum of the disks that you burned?
Giving us some answers to these questions will help track down the issue.