Windows 7 includes software driven RAID 0 and 1 (5 will be greyed out and is now only available in windows server 2008). For other RAID configurations you need a 3rd Party App.
Sorry cant speak for Mac OS, don't waste my time with it.
Here is a nice article outlining the performance difference between windows 7 software RAID and a RAID controller set up: http://kmwoley.com/blog/?p=429.
Hope that helps.