A Double NAT message indicates that you have two devices on the network, both trying to act as routers.
You only want one device performing routing services on a network.
Open AirPort Utility and click on the amber dot. You will be given an option to configure the AiPort Extreme in Bridge Mode, which you should accept.
Once the AirPort Extreme restarts, you will see a green light.
Power down both your modem/router and the AirPort Extreme, wait a minute, then start the modem/router first and let it run a few minutes. Then, start the AirPort Extreme.