If you use mandrake update it will install any new kernel that is available, like frandalla said if you don't need to customize it.
also if your not using it urpmi/rpmdrake is nice, it will download software resolve dependencies and install it in one step. to setup network sofware sources go to
easy urpmi After you setup the main source on the net you can uncheck disk1 2 & 3 under "software source manager" and it will not ask you for a CD it will get it off the net. PLF and Texstar usually have most software packaged for mandrake on their servers.