Of course... linux is free and open source. You can even download it yourself for free off of the internet. Unless he ripped the boxed version of Mandrake, then it would be illegal. To get it just go to
www.mandrakelinux.com and click download. Then click the im already a club member or plan to be one later thing. Then it takes you to a big list of FTP servers. Just click any of the 10.0 servers (10.0 is only for club members right now and the whole ISO isn't availible yet for free) and look around on it for the 9.2 ISO. This is the one that I used.
ftp://carroll.cac.psu.edu/pub/linux/.../iso/9.2/i586/
Then just burn the ISO with Nero or something and there you go you have linux