Well, Mandrake patches their kernels with support for the Mandrake bootsplash, which while not being as sexy as mine, isn't enough to make you need more than what's found on kernel.org. However, after getting the source you'll need to rename the folder in /usr/src to the name of your kernel, and it will help to make a symbolic link to it called linux in /usr/src.
To get your kernel's exact name, type uname -r and then rename the folder according. For example.
mv /usr/src/linux-2.4.24 /usr/src/linux-2.4.24-10mdk (or whatever else it might be called.)
I hope I hace been of some help.