fett's answer is 100% correct.
i recommend you do an 'expert' install when it asks you to choose between recommended and expert (or it might be called 'advanced').
and make sure and install gtm which is a really good download manager, and it can integrate into the galeon browser. you will probably want to install gaim (a multi network chat client that can do AIM, MSN, yahoo et c) and openoffice.org (an MS office replacement).
another download manager for you is d4x which you can find on the net i am sure by searching for it. once d4x is installed, the installed program is actually called 'nt'. if you try and run 'd4x' it will not work.
mandrake has a some other annoying stuff that will piss you off once you get used to the system (you won't notice it at first, it's not that bad), so if you do have any issues, do post and ask.