I'm not sure what you mean by OK screen...
But I think it would be a big mistake to always operate as root--it's extremely dangerous and you can wipe
out your whole installation with a wrong keystroke (or worse yet, one you thought was RIGHT).
It has happened to me.
So having a normal user, and being that normal user
whenever possible is a very good thing, and that's
probably why you're not given the choice of
not creating a separate non-root user.
Getting back to that "OK" screen... I don't have to hit ESC to do anything normally in Mandrake 10.1, so I
would say maybe something went wrong during your installation. It's not too hard to have something go wrong,
and I've more than once had to redo an installation because I missed something first time round or, I hate to say
it, but I do believe it, Mandrake software occasionally screws something up during the process.