First make sure, that You are using correct version of PlaneShift client. Older versions will show that connection fails because of changes in network code.
Try to disable Linux firewall. Usually shorewall is installed in Mandriva, the command to completely turn it off is:
shorewall clear
(You must be root to do this).
If it still does not work, there must be something between Your machine and Laanx server, which blocks required traffic. I use Madriva 2006.0 too and I have no problems with PS at all.