Or, since you're using Mandrake... mount the DVD, run rpmdrake and 'define a new source'. Add the directory with the relevant Mandy RPM files, and let it do its thing. If you install the RPMs manually, you'll probably find a load of dependencies that are self-satisfying (i.e. RPM file X requires a lib from RPM file Y, which requires a lib from RPM file X, etc), so letting rpmdrake sort this out for you is potentially an easier option. BTW, there should be docs on the DVD about how to update automagically (look for something called urpmi).
Hope this helps.