That's just what it takes sometimes.
There are couple easy ways to find files. You can try the "locate" command, it uses a database to search thru the file system. The only trouble is that if you make recent changes to the filing system it won't be aware of them until updatedb is run again. (usually run thru a nightly scedualed "cron" job)
locate XF86Config
If that doesn't work then you can use the find command at root, it takes a long time but it'll find anything, even recent changes.
find / 2> /dev/null |grep XF86Config |grep /etc
stuff like that.
There are command line browsers so that you can look up on the internet stuff. Two popular ones are links, and lynx. That way you can google for help even if you don't have a gui.
I beleive that Mandrake has Webmin running by default. Webmin is a web-based configuration tool. You can use that sometimes to configure things.
Little things like that can make a big difference on how easy it is to use Linux, and fix it when things go wrong. Just takes a bit of experiance to get your own little bag of tricks to help yourself out.
I like to recommend going to
www.tldp.org and checking out in the guides section, the bash introductionary guide, and Linux system administrators guide. First one will help you deal with the shell and be able to use it more effectively (it's very powerfull, much better then the CLI in Windows), and the Linux administrators guide is a more advanced introduction on how the OS itself works and some tips on doing basic adminstistrative tasks.