There's an easy way to update all your system, with the latest available
software release: it's MandrakeUpdate. This tool will query known and trusted
packages repositories, then list the available new packages. To launch the
MandrakeUpdate wizard, click on the button in RpmDrake tool bar.
First, you need to choose which type of update you want, among:
bugfixes. These updates are related to misbehavior in softwares. Choose this if some of your tools doesn't work properly, you may find an update which corrects the problem.
normal updates. Simply a new release of a software package, with new features.
security updates. These updates are related to security, i.e. to prevent crackers gaining unauthorized access to your system. You're strongly advised to always check these, even if you don't spend your life on a network.
You then get a window much like RpmDrake's one. Available updates are listed, you only have to check the ones you want. Select any that have information about it displayed in the now familiar, three-tab box at the bottom. When you have selected some updates, click Next: and the installation wizard will be launched, as usual.
If you're interested, you can see the list of mirrors used by MandrakeUpdate on this page: http://www.mandrakelinux.com/mirrorsfull.list.