[CentOS] mdadm --create on Centos5?

Is there some new trick to making raid devices on Centos5?

# mdadm --create /dev/md3 --level=1 --raid-devices=2 /dev/sdc1 /dev/sdc1
mdadm: error opening /dev/md3: No such file or directory

I thought that worked on earlier versions.  Do I have to do something 
udev related first?

-- 
   Les Mikesell
    lesmikesell at gmail.com