On a 2950, you can bring up the raid configuration utility by pressing "ctrl + m" or ctrl + r (i think)
setup the raid that way
download a windows 2008 R2 ISO from your authorized source, burn it onto a disc
and install it
is it something else you are doing that you need the dell disc ?
Once you have R2 installed, you can install Dell server admin to install drivers, but on a 2950 R2 gets all the driver during install or copy the drivers from the directory on dell disc to your server and thats it.