connect airport express to my airport extreme 802.11n

Do a hard reset of your Airport Express by following (exactly) the instructions provided at:
http://docs.info.apple.com/article.html?artnum=108044

...and then wait a minute. The Airport Utility should now be able see both your Base Station and the Airport Express, and allow you to configure both. If you still have problems, temporarily cable the Airport Express to one of the LAN ports on your Base Station and try the Airport Utility again.

There is no setting on the Base Station required to enable an Airport Express. However - in its default configuration the Airport Express is not able to communicate wirelessly with the Base Station. The Airport Express will only be able to do so after it has been configured with the settings it needs to know in order to be able to establish a wireless connection with the Base Station.

Next thing to try. On your PC, try to connect directly to the wireless network created by the Airport Express (you will of course lose the connection to your existing wireless LAN). The Airport Express wireless network's default name will be of the form "Apple Network XXXXXX". Once connected to the Airport Express's wireless network, the Airport Utility should be able to see it. If not, then almost certainly communication is being blocked by "internet protection" software, VPN client software, or third-party firewall software installed on your PC - all of which needs to be removed.

Once you have configured the Airport Express to join a wireless network and saved the settings, the Airport Express will ignore the fact it is/has been connected via ethernet cable during the setup process.