I'm not running Mandrake, but tried Red Hat 7.2 and then installed SuSE 7..3 and had sound problems with both. I'd get a message as KDE was starting about not being able to start the sound server or something like that. I think I got a similar message with gnome.
Anyway, if I went to /dev and did ll mi* and ll ds* all the mixer and dsp devices were owned by root and were in group root. I don't know which was the offending party, but I changed the whole lot to group audio: chgrp audio mi* and did the same for ds*, and then made sure that all users I had added to the system were members of the audio group. I also made sure the permissions allowed write access: chmod 660 mi* and chmod 660 ds*. When you send sound to the device you have to write to it, so you need to be in a group with write permission. The zero after the two sixes is so that anyone not specifically allowed cannot write to the device, as I understand it is a potential security issue.
All this has to be done as root, so you may have to su - first.
I think that this permissions issue is common with sound, so I'd check that first. If it's not the issue then maybe you have an installation problem with your sound card.