I know it's not nice to bump that thread up again, but I received a request from an other user about the issue I head and I cant write back because I don't have enough points. I did not expect that other people a interested in the "solution" to this problem, because I received no answer here. I was taught better now, so I'll post what I worked with LSI-Support.
I provided LSI-Support with the same information I posted above and got the following answer:
The MR 9240 controller is a resource dependent controller and if the motherboard does not have the resources to support it then you will not be able to get this configuration going. If you are going to use this desktop motherboard then I would recommend you try a hardware RAID controller.
Well, it turned out I ran into something I tried to avoid in the first palce, by buying a LSI-Product and not some cheap adaptec thing. The keyword I missed out while evaluating the controller was "ROC" (Short for "RAID on a Chip"). The controller on the 9240 cards relay on the CPU and RAM of the system it is installed into and therefore only work if the MB supports that kind of thing. This page sorts it out quit nicely. Just out of curiosity I sat up a older asRock/AMD based with a vSphere5.1 and it worked flawlessly. So the combination LSI MR 9240 and my Intel-Board is not going to work.
How ever, I was advised by LSI-Support to use a 9266 or 9270 card and that's what I did. I ordered a LSI MegaRaid 9270 card and installed it into my server machine and it worked out of the box. I think it's generally not good idea to use non-ROC-cards with desktop mainboards or even with vSphere in general.
I hope this will be of use to someone.