Just keep trying. We all have different tastes, and different hardware. What works best for one may not work at all for another. I used Mandrake/Mandriva for years, but last week I switched to PCLinuxOS, because it fit me even better. I still have Mandriva on a partition, and I still keep checking out Ubuntu, Mepis, Suse, Debian, etc.
Since you said you have DLed Mandriva, I told you how that *should* work. If it doesn't, just come on back, and tell us the problem, and we should be able to help. If Mandriva loads up okay, but you don't like it, we'll also be glad to help you try other distros.