CD-4 was only distributed to club members. To get around that go to this site:
follow the instructions for setting up a "main" urpmi source. While your at it you might want to set up a "plf" and a "contrib" source as well. These are internet rpm repositories for mandrake. Once you set up the "main" repository as a urpmi source, all rpms on cd-4 will be available. Then you just run this as root in a console:
# urpmi gaim
Gaim will be downloaded and installed with all needed dependencies. Or, if you prefer, all the packages on the repository will be listed in the mdk package manager and you can install from there.