And next time (assuming you try again), the way to install Mandrake alongside your Windows (dual-boot) is to just press "Enter".
By default, Mandrake will detect the Windows installation, and ask if it should install in unused space on your drive. It will then repartition your drive, without hurting your Windows installation
, and then install in the newly-freed-up space. When it asks where to install the bootloader (Lilo, by default) just tell it to install to the Master Boot Record (MBR). It will recognize your Windows partition, and give you the option of booting into Mandrake or Windows at each boot.