If your mouse pointer is working fine with your user account(s) then its most likely a minor glitch with your root acct. I'm not a mandrake user so I'm not up on this . A quick search of the mandrake forum just might turn up a fix.
Yes you most definately need to setup a firewall. Are you in your user account
when you try to set the firewall up? Root should the only user thats allowed to
muck around with the firewall, which would explain the greyed out options if your in your user account
I'd say that anti-virus software would be optional unless you're planning on
running a mail server or something. One thing that you should have in your
kit though is chkrootkit . It checks for the presence of rootkits (suprise, suprise) you can get it at http://www.chkrootkit.org
Upgrading the kernel can be a bit intimidating. Study up on the procedure before diving into it. There are plenty of good articles and howto's around.
Do a search of the forums here, or give http://www.google.com/linux
RTFM? No, you won't or should'nt see that here... Ever. The only stupid question is the one the goes unasked.