In KDE you generally require hal and dbus deamons to run in your preferred runlevel. You may check this, e.g., by running
ps -e | grep hal
ps -el | grep dbus
You also require some application for the automatic mounting (Ivman is one) but if you're using Mandrake, I might assume that all of these are included in the default install. For mp3 players the new Amarok (1.4 beta) could be useful as it can handle mounting of these devices.
Something else: edit your /etc/fstab file and add the device with appropriate options. Thus, your fstab might look like this for an instance:
/dev/sda1 /mnt/usb vfat noauto,user 0 0
"Man mount" says that the option 'user' allows an ordinary user to mount the file system (it implies also the options noexec, nosuid, and nodev).