When you say, "programs ... loaded into the memory on startup," I assume you mean what "services" are loaded on startup. I believe that Mandrake uses the chkconfig tool from the console (type 'man chkconfig'). You can also use Webmin, and there is a KDE tool for SysV services configuration, but I can't remember the name.
You should probably start a new thread in the Mandrake forum for 'How do I start/stop services on boot". I am not a Mandrake user.