I'm not familiar with Mandrake, but it uses the rpm system.
I think that it's explained the the tutorial by trickykid that I
referenced. If you've using KDE, which I think is the default
desktop environment with Mandrake, you can add programs
with KDE -> Settings -> Menu Updating Tool
If you will put your distribution in your
LQ UserCP it will be
easier for people to give you better help. And we have a
Mandrake forum where you'll most likely get better answers
to your Mandrake specific questions than in one such as
Linux - Newbie. In fact, if you click on that link and look in
that forum, there's a thread about installing .rpm and .tgz files
about second up right now. I say this because different Linux
distributions work differently. Search for posts by otish1000c
as he seems to know alot about Mandrake. Hope this helps you...