Su to root and run rpmdrake the Mandrake Software Manager, you can manage all your rpm's from there after you define the sources as your install cds, you can also specify an FTP site for your source (bit like the Debian apt but not as full featured).
It is also worth getting the updates CD for 8.1 from linuxemporium http://www.linuxemporium.co.uk and mounting it as a source of updates - it will save a lot of download time. (There is also a separate one for 8.0) Then go to one of the update ftp sites to add any newer updates to the lists held by rpmdrake.
Not much help to you now, I know, but from the mandrake usenet groups, there are a lot of people finding problems after doing an update from mdk8.0 to 8.1 - I have stayed with 8.0 because of this. Data backup and a full 8.1install seems to work for many people though, but I don't have the time at present. If it ain't broke etc.. Unfortunately as well as improving some things, Mandrake seem to be very good at breaking things between releases.
HTH Syd