Generally I would say that you cannot create a RAID set with only one hard disk.
Having said that I reconsidered.
If you have virtualisation software (example VMWare Server) you can create multiple virtual disk files on the host machines single disk and can try to create a RAID on a guest operating system.
This would only be worth doing as a training exercise (if then)
Additionally (apart from not protecting against a single drive failure) you will suffer performance issues as the "RAID set" is using the same physical disk and therefore your disk head is going to be very busy.
I have not tried this myself and do not guarantee success.