Dennis,
There is an easy way and a hard way. Given Mandrake uses RPM's soon they should have a 3.5 update that you just use their installer (I dont know what they use) to put on. For example on Fedora (what I use) if I wanted to install KDE3.5 I could use gymu (a graphical tool which connects to a yum repository) and just hit the install button..
Sure you do! We just all dreamed it really sucked.