KDE will never run on a Pentium 1... but why do you need GUI anyways?
Btw, I think you should consider using another lesser weight distro, Mandrake is kinda huge and it is hard to have only package you need. Debian would be the best to seize on a very small system I believe. Just install basic tools, networking, new kernel and iptables, so you will have all you need to build your own firewall/router.
(btw, about linksys... they use linux on some of their routers as I heard, that's funny. They took open source software/OS and never give anything back or release any drivers/specification... they are damn ***** that crooked open source. I'll never buy anything from Linksys again)