Stoner133 raises a good point about which eSATA connection to use. Many external cases and drives (including my AZIO) come with an adapter plate that plugs into a normal SATA connector on the mobo and gives you an eSATA connector in a slot on the back of the case. The risk is that a few features that are always included in a real eSATA controller were optional in plain SATA controllers. Two I know of are hot swapping and long connector cables. So such an adapter system may work just fine, or it may not - depends on your setup and your particular SATA controller. BUT if your mobo has a true eSATA controller built in, as Stoner133 and I have (my mobo is an ASUS A8R32-MVP Deluxe), it WILL have all the eSATA functions implemented, so use it. It will have its own eSATA external connector mounted peremanently on the connector panel at the back.
If you don't already have the eSATA built in, you can try the adapter, which is free, or you can buy an eSATA controller that plugs into a PCI slot.