ok, it is quite simple, there is no software to compile C++ code on your mandrake system. I don't have mandy around, but I am shure that you can install the needed packages from your install cd's.
It should be some packages like 'libstdc++', g++,... (that might even be enough)
If I remember well, the software in the package install dialog is set up in groups, there has to be a group called development or programming, check out that one.
Since you have dependency stuff with the RPM system, I think it should be enough to select g++ and let the rpm system (urpmi right?) find out what is needed and what is not.