Theoretically you just have to push F6 at the beginning of the setup process, just after you boot to the XP CD. It will prompt you to do so "if you need to install any third party SCSI or RAID drivers". Well, it really should say "Third party drive controller drivers" because onboard SATA is included in that. You need to push F6, and have a floppy disk with your SATA controller's (or motherboard's) drivers on it. Windows will then add those drivers before continuing setup, and be able to recognize the SATA drive.
Also beware of big drives. I had trouble installing windows at all, just when a 200GB Maxtor was connected to the system. Wasn't even installing to it. XP doesn't come with large drive support until you get Service Pack 1, and having the 200GB drive in there was causing data corruption problems. It wasn't detecting any drive sizes correctly, and it could not format the RAID array I was installing to without crashing setup. Once that large drive was gone, no more problems.