Yes there are 6Gb/s RAID modules already. The names start with "RMS2". Check the links below:
The data cables for SAS 3Gb/s and 6Gb/s are actually same. If you're not using a backplane, the first cable(SAS-8282-1.jpg) should work. Actually I don't quite understand the usage model of the second cable - why would you connect a HDD to two SAS/SATA ports? For port redundancy?
Thanks for the answer Edward. I didn't know there was a integrated 6 GB/s raid module for my MB, but now I know, and I contacted my reseller about the
Intel Integrated RAID Module RMS2AF040 board, so I hope they've arrived in Sweden.
Regarding the second picture, I ask myself the same thing as you what is it actually for?