Set the first boot device to CDROM.

Then 2nd is ATA133RAID. When the system boots after you've installed the OS, it doesn't care which drives it's booting to, it just accesses the RAID controller, which responds with "I have one disk which is bootable" and accesses that drive. It could be a single drive, 2 drives in a striped array, 6 drives in a striped and mirrored array (with a SCSI RAID controller of course). The RAID chip acts as a go-between.
I can't figure out which OS you actually are using... WinMX is a file sharing program, and the E isn't anywhere near the X on a keyboard, and M and P aren't near each other, so I don't know if you meant WinME or WinXP or Win9x maybe.
Either way, whatever disc you're booting with would need to either have drivers loaded, or prompt you for a driver disk for the RAID controller. Otherwise, the setup program can't see your RAID array. With Win2k and WinXP, during the CD boot loading, it says to press F6 to load drivers. Here you would need the Windows drivers for your controller, on a floppy disk. After Windows is installed, it will automatically have those drivers loading so that it can work with the RAID drive as the boot disk.