I don't know why you deleted the array since Smart array controllers support online array expansion but never mind, if it was empty it's probably quicker to delete and create again.
The parity initialization won't complete until something gets written to the disk so just format it under Windows and then it'll start. If you've got Windows 2008 you can creaqte the partition under disk manager, if it's a previous version it's preferred to do it through diskpart.exe so that you can align it properly.