There are a couple of things to do.
First, Mdk 9.2 is several years old now. I would recommend you download and burn a newer version of Mandriva. Hardware detection has improved a lot. If you don't have a burner, or access to one, there are several places to buy really cheap CD's. All they cost is the cost of the media + postage etc. Linux is free.
Second, find out what the chip set is, since it is a laptop, the sound will be integrated on the system board. Compaqs ( now HP ) web site provides a lot of hardware documentation. You could go there and find out in the documentation what sound card ( chip set ) you have.
If you have another OS on the system, you could look there also for the information. Most sound cards are supported. Post back the information you find, and we can guide you on how to install a driver.