Short version:
Download the GLX file and the kernel file for Mandrake 8.2 (SMP version if you have dual processors, otherwise download the otherone)
rpm -ivh NVIDIA_GLX-bleh.rpm
rpm -ivh NVIDIA_Kernel-bleh.rpm
open /etc/X11/XF86Config-4 in your favorite text editor
under the MODULES section, add the line: Load "glx"
where is says driver = "nv", replace "nv" with "nvidia"
save the file and reboot... if everything went right, you should see a nvidia spash logo when you load your window manager
They say you shouldn't do all that in X Windows, but i've done it in KDE before without problems... If it's your first time, i would set up Mandrake to not load X on bootup, that way if you screw things up, you can fix it.