It looks like the nvidia driver can't find the kernel source tree, I think you can install them just from the mandrake cd. If not, go to
kernel.org and downlaod the source for your kernel. To find out the right version try
uname -v and link /usr/src/linux-yourversion to /usr/src/linux by
'rm /usr/src/linux'
going into /usr/src
ln -s /usr/src/linux-yourversion /usr/src/linux