you dont have to cerate new volumes to use raid. Just use the microshaft computer management mmc and select disk manager. Right click on the partition you want to use raid with and select to create mirror or whatever then you will be prompted for which other disks to use.
also it doesnt matter if all of your disks are a different size. It will still work but mirroring different sized disks will give you problems when one becomes full so you should partition the bigger disk(s) to make them the same size.
Im not sure which OS your using but windows server can use raid 5 (maybe vista too, i dont know) which is like raid 0 but uses parity to restore a disk after disk failure. Only one disk can fail though and you need a minimum of 3 disks, one of which you will lose the use of as one third will be used for parity.
In your case, assuming that you dont use server, i would personaly use raid 0 over 3 disks and create occasional images using ghost or true image or any other imaging software to the 3rd disk