Integration of nForce SataRaid drivers

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2. When you created your Raid array, did you set your Raid array as "bootable" (active)?
I dont think during windows  install process it actually ask me for that.

When you create your Raid using the F10 Raid Utility, you normally get the option to set the Raid as "active" (= bootable). Maybe your Raid Utility does not have this option.
Windows will not ask you, where you want to set your MBR. It will set it where it want or overwrite the previous MBR files, when it finds any.

3. Have you set the Raid as first bootable hdd within BIOS?
In the bios it saw 3 hd.
Serial-ATA1 enabled.
Serial-ATA2 enabled.
nVidia Raid Function enabled.

No, I meant the "Boot frequence" within the section "Advanced Features".
You should use the following boot ranking (frequence):
1. CD-ROM (to get the OS installed)
2. your Raid array (to get the MBR set there during the install)

My suggestion:
Do the BIOS settings, unplug your 3rd Sata drive and start a new clean install of the OS.
During the first (TEXTMODE) part of the installation you are asked, where you want to get the OS installed and if you want to use the whole Raid disk size or not. At this point I would say "No" and create a partition C with a size of 25 or 30 GB. After this decision you should format the partition C (you can use the quick NTFS format option).
After the successful install of the OS you can reconnect your 3rd Sata drive, but don't forget to delete the 3 MBR files you still have on that device. Be aware, that your OS partition as part of your Raid array with the new MBR files are on drive C!

P.S.: As you have made a double post, please delete one of them by editing something like "deleted (double post)".