Welcome Blackdove!
I personally have never done a Mandevilla but you can try different techniques. One would be to place a stem, while still connected to the mother plant, in a pot of soil and cover the stem. It could possibly root that way. Make sure that you have a node portion of the stem in the soil. If you can wait till you get a good woody cutting and use sand , the success rate may be better , but you can also try rooting them in sand. Keep the sand watered daily. Once you see new growth or a recovery from wilting, you can check for roots and re-pot in soil. It is worth a try if you really want to start a new plant
Jade,
Do you try them in sand or soil?
Maybe these will help.
http://www.youtube.com/watch?v=8BmEAgm7Bbs
Part 1
http://www.youtube.com/watch?v=xxT72-anV6k
Part 2
Oh BTW welcome to this wonderful place it is great to see new folks.