You can still set up your system with the SATA HDD's as RAID with WinXP if you wish. Check out clintfan's
excellent tutorial Asus P4P800-P4C800 Series: Installing RAID on Intel ICH5R
. If you want your OS on a RAID setup, it is recommended that you use the Intel ICH5R for that. The Intel ICH5R connectors are labeled 'SATA1' and SATA2'
What you are seeing now are messages for the Promise SATA controller, which is the secondary SATA/IDE controller for your mobo. It's connectors are 'SATA_RAID1' and 'SATA_RAID2'. If you are not using the Promise controller, then you can disable it in BIOS and you won't see the message during boot, nor will you see anything in 'device manager'.
Good luck and let us know if this helps.