If it's anything like the EP45 series, it'll go something like this:
Fit the two discs to two normal (not g-sata) ports. Boot to the BIOS and set the hard drive configuration to RAID (instead of SATA, IDE or AHCI). Exit the BIOS, saving the change(s). During the normal POST (Power On Self Test) you'll notice a new section, something like
Code:
Intel Matrix Storage Manager - Hit CTRL + I to configure...
Press CTRL+I as instructed and in the Intel manager that pops up, select to create a new array. Follow the simple prompts, save the array and reboot. Then install the OS. If you're using Vista or 7 it should give you the option to install the driver early on. Make sure you have the INTEL RAID driver on a USB stick or similar, and browse to it. You can find it on the mobo driver CD, but not on Gigabyte's website for some reason.
Don't remove that storage medium (USB stick/whatever) containing the RAID driver until Windows is fully installed and on the desktop! That last part's very important - it fails otherwise.
If you still can't get it going, it's time to RTFM.