BTW-control panel, add/remove programs, then on the side bar of the add/remove programs window you SHOULD have a button labelled add/remove windows components-if you don't you are either using XP Home(not sure if XPHome has the button), you're on a domain environment and that function has been disabled by the administrators or you had better abck up yer [censored] now....
BTW, Mandrake Linux is WAY better than any WinBlows OS could ever be, support them boths so I know this ya see....