First update your BIOS, not sure what revision you have for that DS3 but I've setup the revision 1.3 with RAID 1 for my nephew. I think the latest BIOS is F11, because that's what I updated it to. Should write down your BIOS setting if you need to OC it back.
Then install the chipset and RAID driver that came with the CD or get it online at Gigabyte website for your revision. The DS3 has like 4 revision so get the right one.
Make sure you use the purple SATA connector. The yellow are for the ICH8 and that does not support RAID. Follow the direction on the manual, it's pretty much straightforward. You'll have to set some stuff in BIOS to change it to RAID/IDE mode. But the manual will tell you everything what to do.