usually you install you 2 drives then set in the bios to have those 2 sata ports you have the drives connected to set to (RAID)
After you restart it should show a prompt after the initial startup screen to enter the raid setup, from there choose your 2 drives and raid 0 from the menu.
If you are going to install your OS to these drives you will need to have a floppy hand with raid drivers that you can download from the motherboard manufacturers website and the windows setup will prompt you to hit F6 to install them early on in the setup. When finished make sure you set your HDD boot order to boot from the raid if it contains your OS.
**If you already have XP installed on 1 of the drives you will lose everything on it, so make backups of your data, same goes for the second drive your putting in the raid.