KDE puts your menu items in two places, "/usr/share/applnk" (global), and ~/.kde/share/applnk (user, the ~/ represents your user directory eg; /home/johndoe ).
Mandrake has chosen to the dismay of many, to use the Debian menu system which restores the menu to it's default state when you install a new .rpm, thus overwriting any changes you may have made. This can be a pain if you've edited your menu and did not back it up, all of your changes will be erased and your time wasted.
To prevent Mandrake from overwriting the changes that you make to the kmenu, I rename the /etc/menu-methods directory to /etc/menu-methods-old. You could also remove the "menu" package, however when I did this my menu icons were all replaced with a generic "?" icon.
I always keep a backup of the "/applnk" directories on a floppy, that way if I ever need to reinstall, I just overwrite these two directories with the ones on the floppy, saving alot of time.