Yeah, you've got the $PATH there, it's likely you don't have X installed...
You have a few choices:
a. reinstall, include X this time;
b. Use the command line to install X, not a biggie on Mandrake;
c. Use the command line! Ok, so really just a or b
With B, you'd login as root and type:
And when it says you'll also need to install like a billion packages, say OK, it'll say, Oh and these ones too, just say "OK", and when it's all done, you should be able to:
kdm (which starts the graphical login manager)