Yup, the first question I think any new Linux user with a laptop will have is how to get power management working. Some laptops it works fine, others it doesn't. It took me over two months to get my power management working half decently on my Emachines M5310 and I still have issues.
First thing, make sure ACPI is enabled by Mandrake, by default it isn't. To do this you need to open up Mandrake control center and hunt around for startup or something to that nature. There is an option to enable ACPI on bootup, or you can edit your lilo.conf file located I believe in /etc and add the force ACPI.
If you get that figured out and it works great for you, you are one of the few lucky. If it doesn't work start doing some reading up and searches on google for your laptop model and Linux.