If they were both identical makes of drive (same manufacturer, same disk space, same spindle speed etc.), you could do it with a RAID controller. Or if you have at least two physical disks, then you can use WinXP's dynamic disk format instead of the normal way of formatting disks to make a drive span across multiple physical disks - in this case though, you can't use the physical disk WinXP is installed on to do this (so you'll now need at least 3 physical disks), but the disks can be different as you don't have to have identical disks to do this.
Simplest (and probably cheapest) way is to do as Baloki says though and just give them seperate letters per physical disks rather than make a partition across multiple disks

I suppose if you have WinXP again, and if the Windows partition is formatted with NTFS, you can mount the second drive under a folder on the Windows partition instead of a letter much like how you mount file systems in linux, so everything looks like it's on one drive, but to explicitly put something on the second disk, you have to put the files in the mounted folder.