You have to boot with the installation disc...you won't be able to start installation from windows. Understand that its a different operating system and not a windows application.
I have a copy of mandrake 10.1 (3 cds) and disk 1 autoruns but then I click on install nothing happens. I have tried it on my old PC (athlon 1Ghz Win ME) and my newer PC (Athlon 64 3.5Ghz XP) and neither work.
there are 32-bit and 64-bit versions. The discs you have are probably 32-bit version so you'll have to install on your older pc. To install Linux on your Athlon 64, you'll need a 64-bit version.
Just put the first install disk in the cd drive and reboot...the installation should start right away. You would also need free space to install Mandrake.