It appears that it was installed however, samba is for file sharing / print sharing between linux and windows PC's. and not required for internet sharing.
You can use the following console command to see if samba is running.
ps ax | grep smbd
The default samba configuration works ok. See www.samba.org
I haven't attempted internet sharing with MDK but there is a GUI connection sharing wizard under Mandrake Control Center under networking.
If all you have is a couple of PC's I would use a static IP just to make things easier to configure. Then once you have things going you can setup DHCP.
In case I have made the wrong assumptions then more info on your hardware would be helpfull.