not sure what desktop environment you are using, but to do it from a terminal, you need to edit the /etc/X11/XF86Config file (note: this may be slightly different name in Mandrake, but should be similar, just look around). scroll down to the section that says screen, then modes. you will see some lines like:
Modes "1400x1050" "1280x1024" "1280x960" "1152x864" "1024x768" "8
what you need to do is make the first resolution in that list, from left to right, be the resolution that you want. in this example i am using 1400x1050. be careful not to set this higher than your monitor can handle though, as you may end up with a blank screen if you set this too high. and if you have any more questions, feel free to ask here.
hope this helps.