Looks like you're missing the developer packages from your Mandrake installation. It wouldn't be a problem if you did a complete install when you first did your install. I'm thinking you did a 'recommended' type installation. Usually they leave out some compiling tools, since normal users aren't going to be compiling anything (yeah right).
Anywho, check to see what RPMs are installed, and see if you have some gcc compile tools installed. If you do, you might not have enough of it. It might be split in to two or more packages. I'm not a Mandrake user, but I'm sure if you look around a Mandrake site, or your install CD for that matter, you'll find some development tools RPM package. Good luck!