You may possibly have problems with APM (Advanced Power Management). I was having trouble with Mandrake 9.2 showing the "Power Down" but not shutting off
. I needed to hit the power button for it to shut off. It gets annoying after a few times
. I ended up recompiling the kernel with enabling the option "General Setup -> Advanced Power Management BIOS Support -> Use real mode APM BIOS call to power off". Solved my problem nicely and system shuts down like a charm.
Hopefully this helps you. The menu being reset after updating via Mandrake Update was annoying but fixed with "update-menus". Other than that Mandrake 9.2 works great.