Issue:
There is a bug with the second boot screen, since the system is still trying to boot and PXE is active it will not pass this point to allow you to set up the raid.
It will not go past because boot other device is trying to boot from LAN, if you do not have something setup to resolve DHCP during post, it will loop/stick there indefinitly.
Solution:
Go into BIOS - Advanced BIOS Features - Set boot priority to:
1st Boot Device - CDROM
2nd Boot Device - Hard Disk
3rd Boot Device - Disabled
Boot Other Device - Disabled
Press F10, select yes to Save and Exit, after initial post screen, you can go into the RAID manager and build your array.