Has nothing to do with windows or mandrake. It's the bootloader. Lilo somehow isn't set up right, so when your system boots, the bios and the little bit of lilo that loads shoots back this annoying response. It's supposed to be helpful, but that's in the eye of the beholder. To fix it, you typically 'chroot' (change root) to the Lilo drive from another disk (knoppix is good for this kind of thing), then adjust and reinstall Lilo. I've had this happen a few different times, each with a different (dumb) reason, so it can be a little tough to troubleshoot from afar. The main thing is, once you fix a problem like this, you're ahead of most people that use Linux. If nothing else, that edge is a nice ego boost.
Another technique (simpler) would be to use your install cd as a "rescue" disk. There should be help and options for booting a messed up system on them.
Oh, and I did have this happen when Lilo expected a floppy boot, and got an MBR boot instead. Haven't quite sorted that one out yet, but after installing the MBR (using the knoppix chroot), it worked fine. That was w/MS Windows 2000, by the way.