Your server should have had a version of HP's 'Proliant Support Pack' installed on it, it's basically a bunch of hardware specific drivers and tools that get installed as one big install. You could check if this has been installed via Control Panel and the Installed Software bit.
If it's been installed then you should have a HP tool ready called 'HP Array Configuration Utility', it's a Windows tool that helps you setup and tune disk arrays.
Now yours is pretty straightforward setup and you should hopefully see the two disks, bound together into a single RAID 1 mirrored array and presented to the Operating System as a single 'logical disk'. If you can check that and it looks that way then you're doing fine, the hardware is doing the work and you're protected, it'll even alert you if there's a disk problem.
If it's not like that then come back and tell us how it's setup and we'll try to help ok.