Hello. I installed mandrake 9.2 using my friend's cd's, and I need them to install some rpms. What do I download, and how do I burn the iso's, or images, or whatever. The only burning I've done is music cd's and some File burning( documents, zips, etc).

well you can find the iso images heres amongst many other places ....
as of needing them to install some rpms, that really isn't necessary as you can basically download them from anywheres ... RpmFind being one of the most common places, again amongnst many other places, such as sourceforge, and freshmeat.net ...
if you wanna use command line you can type the following :
cdrecord --scanbus
and note the number if the first column that corresponds with your burner, in my case it is 0,0,0 ... and once you know that you can type the following :
cdrecord -device <your_id> filename.iso

so for where it says <your_id> you will replace that will the 0,0,0 or whatever yours was ...
so for example the command to burn the first cd could be something like the following .
cdrecord -device 0,0,0 Mandrake92-cd1-inst.i586.iso -eject -speed=20

so the above command uses burner device 0,0,0 accorrding to the output you got from --scanbus, and it is burning the 1st cd for mandrake, and after it is done burning it ejects the cd, and the speed in which it burns at will be 20x ..
hope this helps!!