Whether it's necessary will depend on your needs and preferences. If you want maximum protection against a drive failure, mirror the drives (known as RAID 1) If you want the maximum amount of storage, either stripe the drives so they appear as a single volume (RAID 0) or leave the drives as separate volumes. If you have a G-RAID drive, it's already set up as RAID 0. To change it, see:
http://support.g-technology.com/kbase/users/kb.php?id=57
This will probably help you decide what to use:
http://support.g-technology.com/kbase/users/kb.php?id=138
Regards.