If you're looking for data security, use RAID1. (Mirroring) Striping may improve performance, but your data is more at risk with RAID0 because a single disk failure can totally destroy all of your data.
You'll need to install a RAID controller, then install your existing hard drive on one RAID channel, the new hard drive on the other RAID channel. Once installed, enter the RAID setup utility and setup your second drive to mirror the first.
SCSI RAID is a lot more reliable, but generally, a lot more expensive, which is why it's usually used by businesses, etc.
When you purchase the RAID controller, more in depth instructions should be included. Keep in mind that you should have a pretty powerful CPU, as IDE RAID utilizes the computers CPU for instructions processing.