The /etc/ppp/ip-down.local and ip-up.local scripts do not exist on a default install of Mandrake 9.1. You'll have to make your own files by copying -
Code:
#!/bin/bash
[ -x /etc/rc.firewall ] && /etc/rc.firewall
into a file. Then make a copy of it, name them ip-up.local and ip-down.local, chmod 0755, (or other permissions depending on security needs), the files so that they're executable, and put them in /etc/ppp. Then the firewall will auto-start perfectly.