The easiest way is to use MDK pakages through URPMI. If you have not set up URPMI, then do so, and use upgrade package option. Here is the link
http://www.urpmi-addmedia.org/index2.php
MDK packages have the dependencies for Mandrake resolved, and therefore should install without problems. Other RPMs amy install, but they may run into dependence problems.
If you install a .tar.gz package, you need the development packages installed first. You are going to compile the binaries on your machine. The tar.gz files are the source.
I have done all of the above, with success. You eill find the MDK rpms may be behind the latest available code. It takes time for Mandrake to build a MDK rpm file.
Which is best is up to you. By far, installing MDK rpms is the path of least resistance.