Mandrake should automatically have detected the Windows install. What do you see when you first boot up? Did you use Grub or Lilo as the boot manager? I really only have experience with Lilo, but if you chose the graphical install it should pop up for a few seconds...soon as it does just hit the down arrow key and that'll stop the \"countdown\" and you'll have time to check all the options. One should be labelled Windows or something to that effect. If it was the text install, I don't remember right off what to type to get a whole list, but I know if you boot into Mandrake and type \"lilo\" it'll save any changes made (you don't actually have to make any changes) and it'll say what labels it added, and would have a * next to the default label (probably called linux). So take note if anything resembling windows shows up, see exactly how it's labelled (i.e. win, windows, win2k, whatever), and next time at the LILO prompt type that in exactly and it should boot to windows.
If it didn't detect Windows, it shouldn't be too hard to add it in. Open up your /etc/lilo.conf file and add something like:
other=/dev/hde1
label=WinXP
table=/dev/hde
map-drive=0x80
to=0x81
map-drive=0x81
to=0x80
Least that's how mine reads. The other= should probably read other=/dev/hda1 since it sounds like windows is on the first partition (linux doesn't use drive letters...hda1 means the primary master drive's first partition, hda2 would mean primary master second partition...hdb1 would mean primary slave first partition, etc.). For table, try with /dev/hda and with /dev/hda1 (this example has windows on its own drive, no sharing...so I can't say right off if this needs to be just the drive, or the drive's partition). The map-drive= part, I wouldn't worry about that unless you had problems without it.
If all else fails, and you're SURE the windows partition is still good, and you made a bootable linux floppy during install, boot from your win2k cd, goto recovery console, and type \"fixmbr\" and possibly even \"fixboot\" just to be safe. This will restore the win2k mbr and boot files, which will let you boot into windows (but not to linux without the boot floppy you made). Once you're done being online and getting more help with doing the dual-boot, you can boot back to linux, change your /etc/lilo.conf, and run \"lilo\" without quotes...this will save your settings and linux will be in control when you boot up (and hopefully it'll let you choose windows this time too).