In the summary page you need to click on configure for the bootloader. Then you can select from the pull down menu.
I use lilo. Some, strongly I may add, recommend grub. I have used both at one time or another and had no problems. Lilo is easier to configure for me. Can't figure out the hard drive naming thingy in grub. I switched when trying to install Gentoo.
You may want to try booting from the CD and hitting F1 and type in 'rescue'. You may be able to get it right. If not just reinstall Mandrake again. It should pick up windoze. Maybe the first time was just a fluke.
Hope this helps a bit.