Some things to check into. First of all, have you checked harware compatibility? Almost HowTo installs will have you do that first. Since it is Mandrake you are trying to install, look up your hardware here, and make sure it is supported. Right now it is the CD-RW, after the install, there may well be other things to chek out. Here is the link.
http://www.mandrakelinux.com/en/hardware.php3
Before you burned the images, did you do a MD5SUM check? That verifys if the image is good. I have had downloads that were not good, hence the CD's are now a place to rest my coffee cup.
On the install, have you got some unallocated space on HDA? If the whole drive is NTFS, you do not have free space. During the install you can use the Mandrake tools to resize the NTFS partition, and then install Linux.
Some other things to think about. Do you want to share files between linux and Windows 2003? If yes, you will need a FAT32 partition. Linux will read NTFS if you load the correct modules, but writing is much less than reliable.
Also search teh forum for install tips on Mandrake 10 and CD' s not working. I have seen a lot of threads on the topic. I use 9.2, so I have no experience on 10.