To install Mandrake 9.
Boot up onto your Mandrake cd.
Hit Enter to Install on the first menu.
When asked:
Select Expert Install.

Under 'Setup Filesystems'
Click on the Linux root partition and choose 'Mount point'. OK.
You can also select to refomat it EXT2 or EXT3 if you want.
Then Done.

Under 'Install Bootloader'
Select GRUB.
Leave the 'boot device' at /dev/hda,
Finish the install.

Once the installation has been completed, it will re-boot to the GRUB Menu, giving you the option to select & boot into your OSes: 
From GRUB, select (NTFS Label) XP or the other OS that has System Commander installed to it, and boot into it. After the OS boots to the Desktop, shutdown and re-boot.

Booting to the OS, will run a sub program of System Commander, which will capture the GRUB MBR, automatically enable System Commander, and then adds Linux (MBR_GRUB) option to the OS Selection menu.