The real question is, how far did they get? If Mandrake detects your modem, chances are you're just missing extra information, like the name of your ISP and DNS (domain nameserver - the servers that translate www.yahoo.com
and so on into numbers your pc understands). This file should be at /etc/resolv.conf, and look similar to this:
another way is to flip through your mandrake setup programs or dialer 'options', until you come across one that asks for your DNS. Most ISP's (USA ones), autosetup nowadays, so you may need to look for a checkbox that lets your computer talk to the autoconfigure feature of your ISP. Even so, you should be able to do it the old fashioned way, provided your ISP lets you know the DNS numbers.
(The resolv.conf example is for an average home user. Corporate users would normally have several DNS numbers setup, or use dhcp, and hopefully know how to work their systems.)
Rereading your question, you can look through your internet / networking selections and look for dialers or anything with 'ppp'. kppp is a dialer, for example.