Use the Easy-Urpmi link at the top of the page to update your sources
then as root in the console type
urpmi urpmi
to make sure "urpmi" is up to date
then you can use the update feature in MCC to keep everything shiny and new
WOOPS
I shoulda read the whole post
after you "urpmi urpmi"
then as ANON said type
urpmi --auto-select
but remember this will update everything and then also add EVERYTHING
e.g.
if your only using kde and not something else like gnome it will update kde and then install gnome and all the other progs that are available in the Mandrake sources
so you might want to hand pick your updates