Hey,
I haven't used Mandrake for a long time, but I think it all depends on what window manager you are using? For instance, with KDE you probably have a panel at the bottom of the screen. Just right click on it and it will give you some options. I am using xfce4 right now so I don't know exactly what the options are but there should be one like run command or somthing. Just type in opera and click ok and it should be alright. You can give it whatever icon you want. Hope this helps.
Later
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