either you dont have sshd(the ssh deamon/server) not running/installed or you have a firewall blocking port 22(defualt port for ssh connections).
If it is the former..install the ssh deamon/server on your machine.If it is installed(i think you can check it by this command...well it works for red hat systems:
If this produces a result then you have ssh installed.You then need to check if sshd is running.You can check that using this command:
ps -ef | grep sshd
if it gives an output then you have sshd running and your problem is firewall based.If nothing is running then you will need to start the sshd server.You can do this by issuing this command:
Well i know that all these deamon scripts are placed in /etc/init.d.I am not sure if they are placed in the same location on mandrake or not.
Well i hope this helps you.