How are you gonna download it if your modem isnt' playing nice ?
A dual boot system solution that you may be able to use?
If you dig through mandrakes website
while in windows, you may be able to find the location(s) of the mandrake mirrors. You should then be able to download the kernel/kernel sources that you want to an easy to find location in windows.
then boot back into mandrake and, erm, you'd probably go in through /mnt i.e. into konqueror and then to the /mnt directory to something like /mnt/windows/WINDOWS/desktop (oh and you may have to log in as root to do that) and then you should be able to open another konqueror window at /home/rsuave (or whatever your user account is) and then literally drag/drop (well move or copy) the files you need/want.
Maybe that helps a little?