If you have X, then dateconfig should work for you.  Just run it as root.

> When I first installed Mandrake, I clicked the option that stated something
> to the effect that my hardware clock was set to GMT (the last time I
> installed it, I didn't choose that) Now I notice that when I switch from
> Linux to Windows, that the time is off. Changing the time works while I'm
> in the system, but when I switch back, it's wrong again.
> 
> Does anyone know where the option for this is so I can change it back to
> where the hardware clock is set to local time?