But it appears that the one you already have (1.2.5-3mdk) is later than the one you're trying to install, anyway (1.2.5-1), so... why? But if you really want to, you could use the --force option to overwrite the newer file, or remove the previous SDL_mixer before trying to install the older one. Read man rpm to see how to use these options.
Secondly, you might want to install rpms from the Mandrake repositories rather than "loose" RPMs that are not precompiled specifically for Mandrake.
This would require you to add some external sources to your Software Media Manager. The easiest way to do so is to go to Easy Urpmi
and follow the instructions there.
If you don't know how to "Type this in a console as root", the procedure is to: 1) open a console/terminal; 2) type "su" (without the quotes); 3) type the root password when asked; 4) hit Enter. If you've typed the root password correctly, your prompt symbol will change from a "$", indicating user access, to a "#", indicating root access. Every command you type in that terminal will be considered as coming from root, until you type "exit" to return to user access, or close the terminal. From there, you can just copy and paste the output from the site into the terminal (CTRL+SHIFT+V usually pastes in a terminal) or naturally you could type everything by hand
After you've added the sources, you can either use urpmi <packagename> in a terminal to automatically download and install a package and it's dependencies, or you could go to the Mandrake Control Center=>Software Management=>RPMDrake (Install Software) to install any of the thousands of programs Mandrake has in its repositories. Don't forget to change the filter from "Mandrake Choices" to "All Software by... (pick a filter; alphabetical, software type, repository, etc).
This makes installing software much much easier than trawling the Internet for loose RPMs which might not work anyway, and which (in this case), you already have installed-- and in my experience with Mandrake, compiling under it is not the best choice to install software, anyway.
What are you trying to accomplish by (re-)installing SDL_Mixer, anyway (since you already have it)? Is it not working? Are you trying to install something that is dependent on it, and it's not finding that it's installed, or what?