Once the cd is burnt, you should see various files on your cd and not only one as with the .iso file.
Select cd rom as your first boot, and will be done.
Mandrakemove is very similar to Mandrake 9.2.
You don't have to install it on your hard disk, you can use it on several computers... you can even play music ( you will been asked to remove mandrakemove and to insert the cd )
Mandrakemove is not as complete as mandrake 9.2 ( no gui for rpm )... but is great to play with.