compiling from the command line
First off, if you're using the generic semi-secured install of Mandrake 10.0 then you probably can't run 'make' as a normal user. You'll need to login as root first. Second, you need to configure the package/application that you want to install first so that make knows how to compile the code. Follow these steps from the command line to do all of the above:
[list=1][*]su -root (This is short for the "sudo" command which allows you to change users from the command line)[*](Enter root's password when prompted)[*]change to the directory that you've untarred the application or package to. Type 'ls' to list the contents of that directory and make sure there is a file named 'configure' - If there isn't, you may need to read any 'README' or 'INSTALL' file in that directory for further installation instructions[*]./configure[*]make[*]make install[*]exit (To log out as root and back to your normal user id)[/list=1]
If this doesn't work for you then you'll need to probably read up more on exactly how to get your application installed. Sometimes drivers for ethernet cards and such need to be compiled as modules for the kernel, or loaded statically by the kernel at boot which is a whole different ball of wax for you to tackle.