No, the drives do not need to be identical in size. The maximum useable space will be: (Number_of_drives -1) x (smallest_drive_size).
So, if you mix the 18's and the 9's, you'll end up wasting 1/2 the space on each 18, but you will have RAID 5.
The rest of MagicThyse info is reasonable. Usually in a Compaq box, it wants to have Compaq cards, compaq system board, and compaq drives...they just work together better.
--Woodie