It's super easy using Disk Utility, which is located in the Utilities folder inside your Applications folder.
First of all make sure there's nothing on any of the FW hard drives that you need, because creating the RAID set will overwite everything that's on each disk.
Secondly, bear in mind that when you power on your FW drives in the future you'll get an error message from OS X saying it doesn't recognize the drives as valid and asking you if you want to initialize them. Just remember to hit "cancel" every time you get that warning (after you've created your FW RAID set). Once all your FW drives are turned on, OS X will recognize and mount your RAID set.
