New Airport Express - just can't seem to find it...

I have a new Airport Express, which happily blinks away in amber when plugged in. When I open the Airport Utility (Dell 9100 running Windows XP Pro), its "unable to find any Airport Base Stations" - basically a blank screen.

I've tried resetting the AX a number of times.

We use a Netgear DG834G router for our wireless network which is working fine for our notebooks.

Does anyone have any idea what I need to do to connect the AX to my current network?!?! All I'm trying to do is connect the AX to my stereo system in a different part of the house to play my iTunes through. Sounded so easy in the shop...