It's been a while since I've messed with SCSI, let alone SAS, but if it's a Dell, then I'm assuming it's using some variant of their Perc 5 controller. If that's the case, they should have a fairly thorough setup guide on their support site.
Edit: Just took a look at your screenies and saw it is the perc. Here's a link to the doc on it. I've not done this in a while, but if I'll try and see if I can run through the guide and remember what settings you'd need.
first time I've posted a link since the new rules or what-not, hopefully I'll get this right.
Code
http://support.dell.com/support/edocs/storage/RAID/PERC5/en/UG/HTML/index.htm