I've never done it before, but i was reading about it in my Microsoft Press Win2K Pro MCSE Study guide. You have to have to disks, set as dynamic volumes. Then the option is available in the wizard when you create a new volume.
From what I've read, what you gain, can be offset by the overhead required by software RAID.
Thats why I've never set it up. Plus I have a couple Ultra2 SCSI drives, so I'm happy with my disk performance.
Let me know how it goes for you.
Maybe if I ever get my other PC put back together and some cheap disks I'll give it a try.
Anyone have an ATX and some cheap IDE disks they want to sell or trade me?