Mandrake has the urpm* family of commands, a powerful extension to rpm. You can use these commands to query the database for packages containing files, find what source has a package, install dependencies automatically, and uninstall. See man urpmi and related and some web howto:
Urpmi.org
For instance, to find what package (if any known is in your database) contains the dependency:
$ urpmf liblinc.so.1
liblinc1:/usr/lib/liblinc.so.1
liblinc1:/usr/lib/liblinc.so.1.0.0
To find if firestarter is in the distro and, if so, what source holds it:
[rolf@localhost rolf]$ urpmq firestarter
firestarter
[rolf@localhost rolf]$ urpmq --sources firestarter
file://contrib/i586/firestarter-0.9.2-3mdk.i586.rpm
to find out where the liblinc1 package comes from:
$ urpmq --sources liblinc1
file://mnt/hd/Mandrake/RPMS2/liblinc1-1.0.3-1mdk.i586.rpm
One thing you could do, since this is on CD2, which you almost certainly have, is, as root, use urpmi instead of rpm to install:
urpmi /path/to/your/downloaded/firestarter/rpm
However, it is almost always best to use the rpm that has been packaged for your release of Mandrake, as it has been built to put the man pages in the right place, add a menu entry, and so forth, in a compatible fashion with the rest of your Mandrake software. To do that, you would have to use urpmi.addmedia to add a contrib source, unless you already have one. (Your urpmq queries won't show anything about a package in a source unless that source has been added with urpmi.addmedia). You can add an ftp contrib source by following the
easyurpmi link on the page I gave above.
Then, all you would have to do, as root, is:
urpmi firestarter