You have the compiler on your CD's.
Try installing it from your CD's
Some distros like Fedora, I don't know about Mandrake, do not
install the development packages by default.
This is really stupid because every Linux user sooner or later will
have to compile something.
Search your menus for an Add/remove package tool.
If you don't have one, try booting from the CD and upgrating your system by
adding the development packages, if you have this option.
The default C/C++ Linux compiler is gcc/g++.
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