Do as Boow told you.
But first let me explain you in lame terms how this Linux packages works
When you install
some packages they will not do nothing by themselves. This aplies to source packages and alike.
Installing headers or source files it only will install the compressed (.gz) file containig all the files. So you need to uncompress those files to be able to use them.
In the case of nVidia, you need to run the script with the command 'sh' (I.E. # sh NVIDIA-sumting-sumting.1.2.3.4)
once you run the nvidia script it will create and place the necesary files for the card to work nicely. But you are not done yet.
After nvidia script was ran (now the drivers are trully installed) you need to configure the x-server to use such new drivers.
I dont know the way of Mandrake but it would be along the lines of:
xf86config
in my debian I do it as:
dpkg-reconfigure xserver-xfree86
[edit]
The symbol "#" means the command line logged as 'root'
The symbol "$" means the command line logged as a regular user
The symbol "~" preceding "#" or "$" means the '/home' directory of such user. (I.E. '~#' or '~$')