For 9.2 you have to download the kernel source from an FTP mirror matched to whichever revision of kernel you have. At 40MB it's not fun on 56k
Once that's installed, the script will compile and install the drivers and glx core successfully.
Usual thing next of changing the driver from nv to nvidia. For some card/monitor combinations you have to tweak the monitor horizontal and vertical refresh rates in order for it to find a suitable screenmode it can use.
In the "device" section, it's worth ensuring that you always have Option "DPMS" in there.
For 9.2, it's an imperfect installation. The kernel headers package is not available to those that don't pay, so any attempt to use TwinView, advanced features (like FSAA) etc crash with a bunch of unresolved symbols. If you want to get these working, you'll have to compile your own kernel from source. Trying to work out what dependencies Mandrake have in their system is the fun part - there is a standard buried somewhere in their CVS archives, but it's a bit out of date (2.4.19).