Sounds like a problem with your power management settings (ACPI and APM).
Depending on which version of Mandrake you are running, I'd first check that your ACPI services are running from the Mandrake Control Centre (MCC). Also check your LILO or GRUB settings in the MCC under the boot section and make sure ACPI and APM settings are correct.
Try this thread here:
http://www.linuxquestions.org/questions/history/302798
Although I'm sure you did a search before you posted...