If you have a hardware RAID controller, then you want to configure the drives on that before you begin the Windows installation. This can be accomplished through the RAID BIOS during boot. You should see a comment on what keys to push to access the BIOS configuration.
You say that your board doesn't support the card, so does that mean you have an alternate machine you'll be installing 2003 Server on?
Regardless, the setup is the same. Configure the drives through the RAID BIOS and then run your XP/2003 install. You will be prompted to push F6 during the beginning of the setup if you need to specify any RAID drivers. Push F6 and when it gets to the point of needing the drivers, you will be prompted to put the RAID driver disk in. From this point, you can load the RAID drivers and the Windows setup will detect the drive configuration you setup previously.
This is the optimal way to configure the RAID since you've got the hardware controller already. If you plan to use software RAID, it will work, but there is a lot more overhead in that process which may affect Windows performance.