Yeah, you will need to download the codecs separated. Try opening a terminal and type this:
tar jxfv essential-20071007.tar.bz2
mv -i essential-20071007/* /usr/lib/win32/
Try playing a video now and see it that works. I never did that with Mandriva, but with luck, your media player will find the codecs at that location.
Let me know if it works please. I think more could find that useful.