I have downloaded FIRESTARTER LINUX FIREWALL onto my Mandrake 10.0 Official but I do not know how to find it and install it

Since you are running MDK 10.0 Official, install the software using URPMI. You get packages for Mandrake with all the dependencies looked after.

Set up URPMI first. The instructions are here. http://www.mandrivausers.org/easyurpmi/index.php

You need to add media "main" "updates" "contrib" "jpackage" and "plf-free" . Now use the Install New Software icon in MCC. Type "firestarter" in the search field. You should have no problems locating the package for MDK on the servers. Then click install.

How you would install the file you downloaded depends on the type of file you have. Is it an RPM? Is it a tar.gz file? If it is either type, you will have to look after all the dependencies your self, or it may ( probably ) won't work.