Ah ha! Found it. Here is it is:

Weigh the risks carefully before creating a volume that contains space from two or more dynamic disks. If a catastrophic failure occurs on either physical disk, the entire spanned or striped volume and all its data will be lost. Also, you cannot reverse your decision and remove one chunk of space from the extended, spanned, or striped volume. Deleting one part of the volume deletes the entire volume.
-Windows XP Inside Out

Very interesting....I'm thinking of spanning disks for a server, but the server is storing a ton of data. Now I need to decide if I want to do this....