You need a case that will allow four hard drives with a full hard drive's worth of space between them. Figure 4 shows the #1 feature I look for in a case: a drive tower that runs from the floor of the case all the way up to the underside of the externally mountable devices (i.e., the floppy and optical drives). I have found that trying to squeeze hard drives into a case that does not have extra space is a sure way to cook them.
Figure 4: Case detail
Next, lay out the RAID 5 components. To make the NAS you need to basically start with a standard desktop computer without a hard drive. In Figure 5 I've already installed the motherboard, RAM, CPU, optical drive and power supply, to make a standard desktop computer that is ready to go except for the hard drives.
Figure 5: Ready for assembly
Then, install the hard drives one at a time and hold them in place with one screw. I leave a full drive's worth of space vertically between drives in the case, for better cooling.
Install the power cables to each drive, then install the ribbon cables on the MegaRAID i4 card and insert the card into the PCI slot. Figure 6 shows the four drives installed and powered, and the MegaRAID card with 4 IDE/ATA ribbon cables hanging off, ready to be attached to the 4 drives.
Figure 6: Drives installed waiting for RAID cable connection
TIP: I advise installing the cables before you put the MegaRAID card into the computer. The connectors on the MegaRAID card can crack if you wiggle the ribbon cable towards and away from the face of the card. Installing the cables while the card is outside of the case greatly lowers this risk.
After the MegaRAID i4 card and cables are installed, connect the ribbon cables from the MegaRAID i4 to the hard drives (see Figure 7).
Figure 7: Drives cabled up
At this point you can add the second screw to each hard drive and button up the case. I've never set a jumper on a hard drive when using a MegaRAID card. I simply take the hard drives out of the box, put them into the computer case and don't even look at how the jumpers are set.