I use fedora, not mandrake, so anything I say is suspect. With that caveat, it sounds to me as if you did boot to the CD (it said "install"). If not, don't push random buttons: push <delete>, <F2>, and <F10> - in my limited experience, those are the traditional buttons used to get into various BIOSes.
If you did boot to the CD, it sounds as if you need some other option besides "install", at least initially. It may want you to make an open partition first, or something. What other options do you have?
If you did boot to the CD, it sounds as if you need some other option besides "install", at least initially. It may want you to make an open partition first, or something. What other options do you have?