All I get is the maddening blinking orange light. When I connect it to my airport base station with an ethernet cable its fine, once I disconnect the cable and plug my speaker miniplug in, its does nothing but blink. Not easy to set up at all....please help!
Right! Unless you intend to use the Express with an Ethernet cable plugged in to its WAN port, don't set it up that way. You are getting the blinking LED because it is looking for an Ethernet connection that no longer exists.
Unplug its Ethernet cable, "hard reset" it and configure it again.