SPLAT includes supported drivers and only for the devices listed in their HCL. Check these out at
Check Point Software: Hardware Compatibility List - Check Point Software: Certified Network Interfaces - All Products As for the SATA controller driver, check in the BIOS if you can put the controller into legacy/non native SATA (non-AHCI and/or non-RAID) mode. If that doesn't work, you have to get compatible Linux (RHEL3) driver files for the controller on a floppy and use them with the setup.
What kind of controller/mainboard do you use? As far as I know there should be compatible drivers for the popular Intel ICH controller series.
Also, does it have to be NGX R60? If not, you could try R65 or SPLAT 2.6 R65. By the way, running NGX R65 in a VMware VM (ESX and Workstation) works really fine for me.