In your /etc/inittab file, look for a line that looks like this:
And change the 3 to a 5. That will cause the machine to boot into X.
There is probably something in Mandrake's control center to do this also. If you reboot and still get the console, something is probably changing your inittab file. If this is the case, then I'd look around in the Control Center to change the default runlevel.
BTW, to get into X from the console, login and type startx