This question has come up numerous times (I should know -- I searched a lot when trying to set it up myself!) I'm sure the devs are tired of the question. I got mine working, so posted on the wiki how I did it. Hopefully it'll help others who need it.
A reminder: This is unsupported; do not pester the devs with any questions related to this. Thanks / Fixes / Problems should be kept to the wiki page and this thread. The first two are preferred
The page in question is here: http://wiki.linuxmce.org/index.php/Unsupported_Disked_MD