From the Grub manual:
22 : No such partition
This error is returned if a partition is requested in the device part of a device- or full file name which isn't on the selected disk.
Basically, your /boot/grub/menu.lst file has a bad entry or bad reference to a partition.
Were you successful in installing Mandrake and, if so, do you remember where, in the Grub setup step, Grub tried to identify the partitions for Linux and Windows (if you are dual booting)?