Re: the screensaver thing
Is it just the XScreenSaver stuff that's disappearing. I couldn't get these to appear, either. I think you have to build your own version of the kde-artwork-screensaver package to make them appear (Mandrake seems to have broke this, for some unknown reason)
You could always just disable the KDE screensaver and use XScreensaver instead (that's what I did, as I'm a lazy bugger ^_~)
As to the sound thing, try becoming root and typing something like
chmod +rwx /dev/dsp /dev/sequencer (It could be a security risk, but it should help)
If not, check in the control centre if the sound server is set up to the system you're using (OSS, ESD or ALSA - probably the latter). I had this problem with Mandrake, too, but I can't remember how I fixed it (I use a Soundblaster 5.1 Live! Digital - is this what you use?)
You can check which sound system you're using in HardDrake - if the sound module's name begins with snd_ eg. snd_emu10k1 then it's ALSA, otherwise it's OSS