Yes, it exists in Debian and Gentoo Linux distributions. In Debian it is called apt-get (you type apt-get install <program here>), in Gentoo it is called Portage (You type emerge <program here>). They both automatically solve all dependancies and install programs in seconds. Try Knoppix, it is Debian-based, so it uses apt-get and KDE. It is on a liveCD so no need to install over Mandrake.
Knoppix Website