Here is a Step-By-Step Tutorial of How I created Fusion Drive on MacBook Pro (Late 2011)
I used the Following Hardware:

SSD: 240 GB OCZ VERTEX 3 (Link)

HDD: 1TB Western Digital Scorpio Blue WD10JPVT (Link)



HDD Caddy: 2.HDD SATA Adapter für MacBook pro 9.5mm (Link) (Actually it was not 100% suitable but it fitted inside)



External slim Drive Case (Link) 

 

 Let the work begin:

1. I Backed up the whole Drive using Carbon Copy Cloner to a new Disk Image on an external USB Drive.
(It took about 2,5 hours for 240GB)

2. I had already replaced the original Hitachi 500GB HDD By the 240GB SSD
3. I replaced the Optical Drive by The Caddy and the 1TB  HDD. See Replacement Tutorial Here: http://www.youtube.com/watch?v=yvdAN_caP9E
4. I booted up the MacBook normally, the second HDD appeared and Disk Utility asked to initialize. I said yes and Formatted it as HFS+ (Journaled) which is the default.
5. I rebooted again in target mode by holding down "t" button and connected my macbook via Firewire with an iMac 
6. Both drives appeared and got mounted, then I opened Terminal and done the following: 
(Thanks to jollyjinx)

List all Drives

Command:

diskutil list

Result:

/dev/disk0
   #:                       TYPE NAME                    SIZE       IDENTIFIER
   0:      GUID_partition_scheme                        *1.0 TB     disk0
   1:                        EFI                         209.7 MB   disk0s1
   2:                  Apple_HFS mac-137                 499.0 GB   disk0s2
   3:       Microsoft Basic Data WINDOWS                 500.9 GB   disk0s3
/dev/disk1
   #:                       TYPE NAME                    SIZE       IDENTIFIER
   0:     Apple_partition_scheme                        *35.6 MB    disk1
   1:        Apple_partition_map                         32.3 KB    disk1s1
   2:                  Apple_HFS ARD                     35.5 MB    disk1s2
/dev/disk2
   #:                       TYPE NAME                    SIZE       IDENTIFIER
   0:      GUID_partition_scheme                        *1.0 TB     disk2
   1:                        EFI                         209.7 MB   disk2s1
   2:                  Apple_HFS HDD                     999.9 GB   disk2s2
/dev/disk3
   #:                       TYPE NAME                    SIZE       IDENTIFIER
   0:      GUID_partition_scheme                        *240.1 GB   disk3
   1:                        EFI                         209.7 MB   disk3s1
   2:                  Apple_HFS Macintosh HD            239.0 GB   disk3s2
   3:                 Apple_Boot Recovery HD             700.0 MB   disk3s3

In my case the SSD inside the MacBook was disk3 and the 2nd HDD was disk2

Command:

    
diskutil cs create FusionDrive disk3 disk2

Result:

    
Started CoreStorage operation
Unmounting disk3
Repartitioning disk3
Unmounting disk
Creating the partition map
Rediscovering disk3
Adding disk3s2 to Logical Volume Group
Unmounting disk2
Repartitioning disk2
Unmounting disk
Creating the partition map
Rediscovering disk2
Adding disk2s2 to Logical Volume Group
Creating Core Storage Logical Volume Group
Switching disk3s2 to Core Storage
Switching disk2s2 to Core Storage
Waiting for Logical Volume Group to appear
Discovered new Logical Volume Group "2B4EDB74-5842-40E4-8398-1567CD879127"
Core Storage LVG UUID: 2B4EDB74-5842-40E4-8398-1567CD879127
Finished CoreStorage operation

Command:

    
diskutil cs list

Result:

    
CoreStorage logical volume groups (1 found)
|
+-- Logical Volume Group 2B4EDB74-5842-40E4-8398-1567CD879127
    =========================================================
    Name:         FusionDrive
    Size:         1239574347776 B (1.2 TB)
    Free Space:   1235270975488 B (1.2 TB)
    |
    +-< Physical Volume C4AEC50E-CA5A-4F01-A1D4-0E821B78488C
    |   ----------------------------------------------------
    |   Index:    0
    |   Disk:     disk3s2
    |   Status:   Online
    |   Size:     239713435648 B (239.7 GB)
    |
    +-< Physical Volume 1B357448-93BE-4D62-BB93-09E7E95A66DB
        ----------------------------------------------------
        Index:    1
        Disk:     disk2s2
        Status:   Online
        Size:     999860912128 B (999.9 GB)

Copy the ID Shown for Logical Volume Group  

Command:

    
diskutil coreStorage createVolume 2B4EDB74-5842-40E4-8398-1567CD879127 jhfs+ FusionDrive 100%

Result:

    
Started CoreStorage operation
Waiting for Logical Volume to appear
Formatting file system for Logical Volume
Initialized /dev/rdisk1 as a 1 TB HFS Plus volume with a 98304k journal
Mounting disk
Core Storage LV UUID: 3D2C216E-D29B-4EF2-AE8F-58CCDA0488FE
Core Storage disk: disk1
Finished CoreStorage operation

Now the Fusion Drive has been already created.

7. The Final Step was to restore the backup image. So I used Carbon Copy Cloner again to restore the image to my Fusion Drive

Thats it.

I used Black Magic Disk Speed Test, to test the performance. I reached write speed 250 MB/s and read speed of 400 MB/s
It is slower than before when I was using only the SSD, where I had more than 500 MB/s read speed. But still faster than an HDD.
Anyhow I can live with it.

I almost forgot to say, I inserted the optical drive inside the slim case and now I have a nice external usb optical drive if needed.

Done!

Good Luck with your Fusion Drive


 



Last Words:

to verify type this command to see the activity of each drive:

iostat disk0 disk1 1

(replace disk0 and disk1 by the correct disk ids of your ssd and hdd)
to get the ids you need, run:

diskutil list