stores it's settings in the folder /home/User/.kde/share*
. Since you have Mandrake Linux 9.2
there should also be a subfolder named "applnk-mdk"**
which contains the entries for kmenu. The reason you couldn't find it was because in linux, all folders/files with a dot preceeding the name are hidden from view by default.
*User represents your username.
**It should have a star image for the folder icon.