My mistake, I meant Raid 0.
That was not the main issue... the issue was that I just couldn't find where to do this! Finally I did, there is an extra step one has to do ... now I don't remember exactly the right terms, but once you have selected your second array, press "enter" or F10, you will have a little windows opening and there you have to type on the space bar to have "span" filled in that window. And then finally you can create the raid.
I have never seen such a poor interface... but it works now .
Thank you for your response.