There are two ways to expand a lun.
LUSE and Stripped expansion.
For the stripped expansion follow this document here it is excellent. I found it one day while browsing the internet , and I didn't find any copyright details in it. Please let me know if you have any idea who put it together.
Expanding a LUN
Best Practice For Expanding HDP Volumes
Also, here are some best practices from Microsoft regarding LUSE on SAP
http://blogs.technet.com/b/lobapps/archive/2010/09/14/lun-creation-and-size-expansion.aspx
LUSE allows you to concatenate multiple volumes into a bigger one.