after 4-5 uncessesful installations of Mandrake 9.0 it finnaly worked out (as a dns/dhcp/gateway/firewall server) then I tried upgrading some rpms so I can install Nessus wich is a software used to test your firewall. After a reboot, Linux wont load, kernel init. error. then I reinstalled Mdk 9.1 this time but unsuccessfull (can't log in KDE or Gnome desktop). So I reinstalled 9.0 and worked after a few nights I did not slept.
All this seems bad but hey, you can't imagine all the things I've learned on computers in general messing with that. So I don't consider that a bad time investment.
Anyways Windows sucks and crash more. It's just that Linux is VERY sentitive to any changes in your configurations and it's REAL easy to mess the system up and to crash (mostly due to errors done under root user).
my tip: make it run and HURRY to make a backup !