I'm still part n00b, so please accept this with at least a couple of grains of salt.
I had similar problems with sound on Mandrake 10.0 and 10.1; the command alsaconf not found. But it's almost always the case that this means it's only optionally installed. I had (intentionally or otherwise) told Mandrake to not install it.
But it's still available to me from the original installation disks, or from the alsa site (
http://www.alsa-project.org/).
Try installing it from your distribution, then, as root (that is, su - ) just type alsaconf at the command line in the console. I found it to be pretty straight-forward from this point to configure alsa from their options.
From here, you may find that you still don't have sound. Users mostly have to then find out how to configure their system to turn it on.
(Mandrake has a clearly marked way to do this; just click on the kicker, configuration -> system -> KDE -> sound (I think; doing this from memory), and make sure that it's turned on (in Mandrake, a button labeled "enable sound").
There's probably a button to test it right there too.
Good luck.