OK, try this:
1. If not present, install and unpack the kernel source tree which came with your Mandrake distro. I don't have 9.2 installed - maybe someone else can help here?
2. Run the nVidia driver installer package: sh NVIDIA-LINUX...run
It may be necessary to do a compile here, don't be alarmed. So far I'm yet to download a precompiled module.
Both the XFree module and kernel module must be successfully installed.
3. modprobe nvidia