PE600SC does not boot from HP/Compaq Smart Array 5300

I have decided to upgrade my PE600SC's storage subsystem from single IDE to SCSI RAID. I installed the HP SA5302/32 card and 3 Seagate Cheetah 15K.3 drives and configured RAID5 logic volume. The problem is that the RAID did not appear in the "Boot Sequence" menu in the BIOS setup. When I have tried to install Windows 2003 Server, the installer has recognized the card and the volume, created and formatted the partition and copied the setup files. Then it tried to reboot the system in order to proceed with the installation. Sure enough the server did not boot from the partition on the RAID volume. I have tried the card/drives combo in some generic desktop system - it booted just fine and was able to proceed with the windows server installation. I have upgraded PE600SC and SA5300 BIOS to the latest versions (A09 for PE600SC and 3.54 for SA5300). It has not changed a thing (I did clear the CMOS after the upgrade). I can successfully install the OS to the IDE drive and boot from it and then use the RAID volume for storage but I was hoping to get rid of the IDE disk entirely.

Is there anything I missed? Or PE servers do not support booting from 3rd party RAID controllers?