The only way to know (that I know of) is if the software maker tells you what dependencies you need. I don't know what Mandrake uses for a packet manager but most packet managers (RPM, apt-get) will download or tell you what dependencies you need. The only problem then is that your not compiling from source.
However, most software websits and documentation will tell you what you need before you install. If not, in my experience, when you run ./configure and it finds you don't have something it'll stop and tell you what you need.
Also a quick jargon lesson:
A package is a piece of software you download and/or using a package manager such as RPM or Apt-Get.
A dependency (what you were talking about, I think) is a piece of software like a library needed to run a program.