Re: "Unable to find kernel source tree"
As it says, you need to install the kernel source.
Select (from memory) System->Configuration->Packaging->"Install Software" from the kde menu; enter the root password, when prompted. Type kernel into the search box - one of the items will be "Kernel Source". Select that package, and install it. Then try the NVidia installer again.
Basically, the NVidia module comes shipped as a pre-complied binary program (the X11 driver), which depends on a kernel-specific interface. The kernel-specific interface is compiled for your machine and kernel installation. So my RedHat box has a different compiled interface than your mandrake 10 box. In order to compile this interface, the kernel specification is required - this is provided by the kernel source package.