It really doesn't matter which one you pick; they all choose the opensource "nv" driver. Unfortunately, the GeForce 4 family of cards isn't supported by the version of the "nv" driver that shipped with Mandrake 8.2; the only 2D driver that supports it with the version of X you have is the vesa driver. However, this doesn't matter, as you'll be changing over to use the accelerated "nvidia" driver that you downloaded, which fully supports the GeForce 4 family in 2D and 3D.
Have you downloaded and run NVchooser.sh from the NVIDIA driver download page? Have you followed the instructions in the README and sucessfully installed the NVIDIA_kernel and NVIDIA_GLX RPMs? Have you modified your /etc/X11/XF86Config-4 file to load "glx" and the "nvidia" driver?