Currently Being ModeratedApr 21, 2012 6:59 AM (in response to Jamie Wood)
The first thing to try is reset the AirPort Express back to Factory Default settings and then try the configuration again.
This time, do not connect an Ethernet cable to the AirPort Express....configure it using wireless only. Locate the Express in the same room as your AirPort Extreme for the configuration, then move it to the desired location after it is setup.
It might be necesary to check some settings on the AirPort Extreme as well if this does not work. Do you have a Mac handy? Is it running Snow Leopard or Lion?