you must make a boot floppy under Windows as follows:
* insert the CDROM, then open the icon "My Computer", right click on the CDROM drive icon and select "Open"
* go into the "dosutils" directory and double-click on the "rawwritewin" icon
* insert a blank floppy in the floppy drive
* select "D:\images\hd_grub.img" in the "Image File" field (assuming that your CDROM drive is "D:", otherwise replace
"D:" as needed)
* select "A:" in the "Floppy Drive" field then click on "Write".
To begin the installation:
* Make sure your booting sequence set to floppy first.
* insert the boot floppy, then
* restart the computer.
* follow the on screen instructions
Best is follow the documentation of Mandrake Linux. It has a detailed information on installing from other sources section.