and just read/follow the instructions it's mega easy.
You just select the closest mirror's to your geographical location, tick the boxes for the various sources (get them all i.e. main, contrib, update and plf), hit the button. then open a terminal, su to root and then cut and past it (dont forget, it's usually easier to highlight, then ctrl+c, then put the cursor in the terminal and either click the centre button/wheel or ctrl+v) hit enter and let it do its thing.
If It stops, just hit enter again. and iff it tells you that you've got an error, just run through the instructions again, but only for the urpmi source that has given you an error oh and pick a different mirror.
p.s. as I type this, I've noticed that the easy urpmi/plf server is down, so if it desn't work immediately, just wait a while. But when you go into mandrake control centre to do the updates, make sure you have the normal/security/bugfix boxes all checked. then you'll get every thing you could ever want to update.