RAID support

This is a question i have about installing RAID support
with windows xp professional when i first install
windows. I have gotten it to let me install the RAID
drivers and all of my installation disks are through, but
when i get to the screen that asks me which device to
install windows on i am a little confused. If you are
answering this question you probably know that RAID is
two hard drives interlacing and so forth. so when i get
to the screen it shows me both of my hard drives seperate
and asks me which to install windows on...... I thought
that they worked together to run programs, and if i
format one and partition it, what will happen to the
other? should i just install it on one and wait until i
get in to windows to configure it? thanks.
..