I have two HP disks in RAID 1 (300 Gb), and would like to at 2 additional disks in RAID 1+0 having in total of 600 Gb on C:.
I would like to know is it possible to do it using Array Configuration Utility without loosing and data?
Controller is Smart Array P410i 512Mb.
You don't mention which specific SmartArray controller you have but on all recent models online-RAID-migration is possible and safe, but slow.
Yes, this is possible using the HP Array Configuration Utility. The term you're interested in is "Array Transformation". See page #16 of the manual.
HP even has a video detailing this..
Other relevant questions here:
Online resize logicaldrive on Smart Array P410i
RAID5 on SmartArray P410i online resize
Can I convert a 1 disk RAID 0 to RAID 1?