I'm considering setting up a dual boot configuration with a RAID 10 setup , provided by the motherboard - Gigabyte GA-EP35-DS4.
Will there be any issues with set up considering that I plan on dual-booting Linux and Windows XP with it?
These desktop motherboards provide software RAID. This means that they make possible to boot the RAID volume, but after that a driver does the work. The OS has to support the specific RAID application.
Booting from such a software RAID volume is at least tricky under Linux. Windows isn't a big issue since you've got drivers with your motherboard.
However, if you use software RAID you can't use hibernation.
All in all, if you can install Linux to the volume then I say you're good to go. Maybe the Linux bootloader will mess things up, but I doubt it.