I don't know why you would need a second swap file, but it wouldn't hurt. The first swap file will probably be detected during installation.
There are a few methods you could use to boot from the second hard drive. One thing you could do is install the boot loader to the mbr of the second drive, and add an entry similar to the one for XP. This would result in an extra menu to go through however. Lilo would load in the grub (suse uses grub by default) boot loader.
Another option would be to modify the /etc/lilo.conf entry in Mandrake with the information needed to boot SuSE. You would need to remember to only modify the /etc/lilo.conf file in the Mandrake's /etc directory, and to run /sbin/lilo.conf there. You don't want a case of dueling lilos.
A third option would be to use XP's NTLDR to load up either XP, Mandrake or SuSE. There are several howtos on the web.
Here is one for lilo: