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Linux uses runlevels (which are defined below), the runlevel your are in when you login currently is runlevel 3 (AKA init 3, or command prompt login).

# Default runlevel. The runlevels used by RHS are:
# 0 - halt (Do NOT set initdefault to this)
# 1 - Single user mode
# 2 - Multiuser, without NFS (The same as 3, if you do not have networking)
# 3 - Full multiuser mode
# 4 - unused
# 5 - X11
# 6 - reboot (Do NOT set initdefault to this)
#

You need to edit /etc/inittab which should look like this: (right now)

id:3:initdefault:

And make it look like this:

id:5:initdefault:

Then whenever you reboot it will boot to the GUI automatically.

If Mandrake 7.2 is anythinglike Red Hat in this department, it's easy to fix. From the shell or a terminal you have to edit your /etc/inittab file. Just type 'pico /etc/innittab'. At the bottome there is a line which says something like id:5:initdefault. Just change the number from a 3 to a 5.