FOr one thing, Why are you using old mandrake 9.1? 9.2 is out, use it!
I would read the networking HOWTO or somthing like that.
http://www.linuxmigration.com/ might have somthing. dhcp is a protocoll to automatically asign your computer and IP address.
Normally, the DSL modem is an external modem you connect through a network. In that case, you want to setup a network connection. On internet config, connect to your routers IP address as your gateway. It is usually 192.168.somthing.somthing .Sorry if this is too technical.