The case is solved!
This howto helped solving the problem:
for RAID5 on Ubuntu 8.04 you need to make following changes (use the above howto as base):
after partitioning the drives (only 3 in my case) I create Raid5:
Then create file system, I used ext3:
mdadm -v --create /dev/md0 --level=raid5 --raid-devices=3 /dev/sda2 /dev/sdb1 /dev/sdc1
Wait for the RAID to rebuild, you can monitor this using:
After RAID is rebuilt, reboot the live cd, boot into server install cd, install and during the disk partition part use this advice from maxbash:
watch cat /proc/mdstat
And that's it! For server no need to anything else. It's working for me! Finally!
Run the installer, when you are in the partitioner choose manual and be careful not to modify the partition layout. For the /dev/sda1 partition choose ext3 as the file system and set /boot on.
Set your swap partitions to be used as swap.
You select the type of file system you already formatted the RAID device and set the mount point. Do not choose to reformat or make partition table changes to the RAID array, because the partitioner will misconfigure it.
Click continue on the warning about the RAID not being marked for formatting.