A RAID array (of 2 HDD units) will appear to be only ONE "disk" as far as Windows is concerned.
The message you are getting is IMPORTANT, so pay attention. If a drive in a RAID array fails, you lose ALL your data! So make sure to do a complete backup of your data as soon as you can. THEN you will need to find out which unit is failing and replace it. This will mean completely making a new RAID0 array with the replaced unit installed, and then restoring all your backup data to the new array.