I know some people have mentioned that the HP MicroServer N40L does support an eSATA port multiplier, but I thought that I'd mention a few points about my experience with this:
The eSATA and all the SATA ports are connected to the Southbridge SB850.
The SB850 can operate the SATA / eSATA ports in a number of modes, IDE / AHCI / RAID. These are set up in the BIOS (hit F10 while booting). IDE - Legacy mode (I didn't test this). AHCI - The standard for SATA drives. No special driver required (