All I can say is: I followed your instructions and they worked!
So in Mandriva 2006 it's 3 easy steps to get jack working in realtime mode:
1. Install the multimedia kernel from the contrib packages.
2. Configure the realtime module
In /etc/modprobe.conf I commented out capability and added realtime like that:
realtime mlock=1 gid=81
Where gid=81 corresponds to the group id of the audio group (according to /etc/group) which I added myself to via drakuser. I could also have substituted gid=81 for any=1 which would have granted any user realtime privileges.
3. Modify limits.conf
In Mandriva 2006 limits.conf is located in /etc/security/
I've got 512MB RAM so I edited the appropriate section to read:
@audio - rt_priority 80
@audio - nice -10
@audio - memlock 256000
After booting the new kernel, qjackctl should be able to start jack in realtime mode.