I am not sure what the default is for Mandrake Linux but do the following:

# who -r
==> check the current run-level you are at, if its not 5, you are not at run-level 5 (i.e. no GUI)

# init 5
This will bring you to the run-level 5 where GUI will be loaded.

If this works, please check your /etc/inittab, see below for example:

Note:
Available run levels are generally described in /etc/inittab, which is partially shown below:
#
# inittab This file describes how the INIT process should set up
# the system in a certain run-level.

# Default runlevel. The runlevels are:
# 0 - halt (Do NOT set initdefault to this)
# 1 - Single user mode
# 2 - Multiuser, without NFS
# (The same as 3, if you do not have networking)
# 3 - Full multiuser mode
# 4 - unused
# 5 - X11
# 6 - reboot (Do NOT set initdefault to this)
#
id:5:initdefault: #the default run-level