Are you using hardware RAID, or do you want to use software RAID?
If you're using hardware RAID, you need to configure it in the RAID controller's BIOS. The OS will only "see" the drives as they're presented to the OS by the disk controller.
To use software RAID, create a volume in WinXP, format it, convert it to a dynamic disk, then you can create a mirror of it on the free space on another drive.