Do you have a copy of Smartstart? That would simplify your life immensely.
You need to run the Array Configuration Utility and configure your Raid array first.
You should not need to do the F6 thing as W2K comes with a Smart 2/p driver. You'll want to update the driver once you get W2K installed but the built-in one is fine for your setup.
Again, if you have Smartstart, it will detect everything you have in the system and walk you through the Raid configuration, tweak the BIOS for the OS you are installing, load all of the proper drivers, etc. All you have to do after that is install the latest W2K service pack and update your Compaq drivers.
Edit: Just noticed that you mentioned you had Smartstart. Assuming it is current enough, it should let you pick W2K as your OS if you do the assisted method and it should ask for the W2K CD when it's ready and do the install for you. You shouldn't have to do the W2K install manually but if you do, like I said, it should detect the Smart 2/p for you - no need for the F6 thing.