Need help with my first ever RAID

Ok, so I decided I'd try this RAID thing my friends are always talking about. I have a G4 dual 533 with a gig of ram, and I'm putting two WD400 40 gig hard drives in it. I know that's not allot, but it's more than the 30 gig that's in it now.

Anyway, I tried going into the Disk Utility and dragging both drives onto the list on the right, but nothing happened. Nothing showed up or anything. Do I need a RAID card or something?

Thanks