I would definately try knoppix out, but keep one thing in mind. The Knoppix menu is probably the worst menu ever created.
It has so many submenus and sub-sub menus that I have a hard time trying to find programs I know are there. So if you find the menu frusturating, keep in mind that not all of linux is that bad
As far as what to keep in mind? If you have the space install EVERYTHING. Especially development libraries. If you want to install software later this can make your life much eaiser, plus on modern hard drives they don't take up too much space. (A full install takes about 2.5 GB of Mandrake 9.2)
Other than that check out
http://netfiles.uiuc.edu/jkrohn/www/.../Mandrake.html
Jkrohn