Congrats BTW with the Linux install.
During setup Mandrake will ask you to create a root password. Once root is created, then you SHOULD create at least (1) normal user, once that is done-(you click DONE) it will prompt you to set the DEFAULT user and desktop. This should be that normal user and then your choice of desktops. Now anytime the system restarts, reboots, etc it will auto log you in and set the desktop you picked.
If it's not too much trouble, perhaps even a good learning experience reinstall Mandrake, this time through the install setup the root and user correctly, this will save you a ton of headaches later. In the area where you pick the types of programs you want loaded did you notice the "pick individual packages" selection at the bottom of the selection screen? Give it a try, you'll find all kinds of programs that don't get loaded by default, couple fun games don't get picked by default.
Since Mandrake handles the setup of the important stuff-swap file, default programs, many of the needed drivers. The only important thing you really have to do is setup the users. Problem is unless this is setup correctly the system is wide open for problems. I'd rather see you reinstall than make the mistake of using that system under the root user.
If your brave you can add the normal user and setup the auto login without a reinstall, just thought it might be faster and get you using Linux instead of fixing Linux. -bad first impression to leave with a new Linux user.