Are you using hardware or software RAID? I do not believe you can create a software RAID (or LVM) set in Linux and use the same set in Windows. With hardware RAID this should be no problem.
Personally I would try to keep the RAID sets distinct from each other - one for Linux and one for Windows, with a volume for shared storage (both Windows and Linux - FAT32).
For further reading I sincerely recommend the
LVM HowTo.
Håkan