I'm not sure about this because it's been awhile since I've used Mandrake (gave it to my mom). But here goes.
Mandrake if I remember correctly does not come with Alsa installed by default, but arTs if your using KDE. You'll have to install alsa using your cd's or another source such as plf
the link above tells you how to setup plf in urpmi.
Hope this helps a little and I'm sure someone will jump in with more info.