Install antivirus software right away if it didn't come with anything good. McAfee and Norton are not good in my opinion and slow the system down way too much. Unless it came with them, making system restore DVD's would be a good idea, too, especially since you're running RAID 0.
in general the very first thing you should do with an alienware is promptly return it for a refund.
However if you insist... You will want to make your factory restore disks. then you will want to uninstall all the crapware that dell put on it while off line. once that's done install antivirus and update it. Then update windows which may take a few rounds, and update the drivers.
When I have mine all updated and basic programs installed I make a drive image with easeus todo backup so I don't have to mess with it again if I ever want to restore it. You can store it on an external drive or compress it and split it to store on DVDs. This is optional though.
raid zero means faster read/write speeds but there is a higher chance of failure because if either of the two drives fails or the array breaks you lose all data on both. There is no way to recover the data. you will want to make regular backups