Running a hard drive on a RAID controller not in a RAID setup will not yeild any performance differences unless your board is old enough that it uses ATA66 and the RAID card supports Serial ATA or ATA100, and your hard drives support it as well.
The advantages of a RAID array will be noticable, depending on the speed of the drives (RPM and Cache) you use.
To set up a RAID array (if that's what you want to do), get two (preferably) identical drives (although I think as long as they have the same number of cylinders and heads, it doesn't matter if they're the same, you'll just lose a little performance). Connect them each to a channel on the RAID card. Then follow the directions in the RAID card's manual on how to set it up. If it's an onboard RAID controller, directions will be in the mobo manual.
Z