I've got a wireless internet adsl connection. My device is called 'Siemens SANTIS adsl 50' adsl router modem. The modem itself is downstairs plugged in my phone line, and i've got a receiver device plugged in my pc (usb) upstairs.
Making it work in windows was really easy, but it's quite a pain in the ass in linux (i'm still a newbie). In the Mandrake 9.1 configuration, there is a wizard to set up an internet connection, but it won't recognize mine.
So, what should I do? Help a newbie out please.

you have to understand that linux does not support all the hardware out there. the 'leanest' category of supported hardware is wireless networking. adding to it is the fact that it is a usb device, which also did not have very good support in linux till recently. so its like this: "Tough Luck, Man". I am 95% positive that its not going to work. Try to prove me wrong!

Ps. If you really want your cable internet to work in linux, consider getting an alternative hardware, or stick with windows, or plug into the modem directry via pci network card.