Two (Wait, three) Questions
 

First, with Mandrake 9.1, is there a way to script an automatic check for program updates (like Gaim or something)? Secondly, if I have wine compiled, can I get the WineX CVS code and compile my own version free of charge? It seems like I tried to do this before with no success. Lastly, how would I go about changing my graphical desktop from, say, KDE to something like BlackBox? I tried once to upgrade KDE myself and failed miserably. Don't much want to do again.

winex cvs does not include everything in a binary istro, it is like wine+ , but not quite full winex

With Mandrake, it is extremely easy to go looking for updates. Mandrake Update in the Mandrake Control Centre, under Software Management, will do just this. I guess you'll have to define a source for the updates in the Software Source Manager. The update GUI uses Mandrake's own urpmi, which you can run from the command line. Check the man pages. If you want something else to do this for you, the autoupdate package is a nice tool - just google for it.