x0847Marine, I've never used Mandrake. I have mostly worked with Debian and that's why I feel more comfortable with distros like Mepis (or Knoppix for live CDs).
Debian runs now on all my machines at home or at work, but is much more intimidating than Mepis for the beginner. Plus Mepis has an excellent wireless support.
I haven't used WINE yet

. I prefer to dual boot into windows to get the best perf out of the games...
DMF, you just have to choose one of the .iso files. Normally, each .iso is a different version and you can see the version number in the name of the file.
i.e., in
http://ftp://ftp.ibiblio.org/pub/linux/distributions/mepis/released/, SimplyMEPIS-3.3.1-1.iso is the iso image of the Mepis 3.3.1 installation CD. If there had been other CDs needed for this version, they would have been named: SimplyMEPIS-3.3.1-2.iso, SimplyMEPIS-3.3.1-3.iso,... SimplyMEPIS-3.3.1-x.iso
The md5sum files are hashing (with md5 algorithm) results to prove that the .iso file hasn't been corrupted during download.
'Released' are the official version of Mepis. 'Testing' are the beta-test versions (if you want cutting edge at the expense of some bugs...that you're invited to submit when discovered).
Hope that helps.