According to the CP Hardware Compatibility List (
Check Point Software: Hardware Compatibility List -), there is no support for HP ML110 servers in either SPLAT 2.4 or SPLAT 2.6, so I would refrain from using this box in a production environment. Have you tested both? You might get it working with 2.6, which supports a broader range of hardware.
As for the SATA controller driver, check in the BIOS if you can put the controller into IDE/legacy/non native SATA (or non-AHCI and) 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.
I've had good experiences with HP Proliant G5 servers by the way.