Wireless Network with Mac Pro?

What physical setup do you currently have? Is your cable modem also a router? Are you using the Airport Express as a wireless router only? Did you order your Mac Pro with an Airport Extreme wireless card installed?

The Airport Express is a wireless router. In s simple setup the cable modem would have no routing capability so the modem's "computer" port would connect directly to a router or a computer. If this is your setup then the cable modem is connected by Ethernet cable to the Airport Express. The latter then acts as a wireless-only router. If the Mac Pro does not have an Airport Extreme card installed, then you either need another Airport Express to connect to the Mac Pro (for wireless) or you need a router to replace the Airport Express that has multiple Ethernet ports (and wireless capability if that's also needed.) The physical solution would depend mostly on the locations of the devices that need to connect to the home network.

If you have a multi-port router then you can configure both a wired connection for the Mac Pro and a wireless network for the other computer(s). Before you do, however, check the website of the router's manufacturer for any firmware updates. Update the router's firmware if an update is available. You will need to consult the website or the router's user manual for how to update its firmware.

Connect your cable modem's computer port to the WAN port on the router using an Ethernet cable. Connect your Mac Pro to one of the router's LAN ports using an Ethernet cable. There are two Ethernet ports on the Mac Pro and it makes no difference which one you use.

Connect the Airport Express to another LAN port on the router using an Ethernet cable.

While you are re-configuring your network you should have all the equipment turned OFF. Once the physical setup is completed you should first turn on the cable modem and wait until its status lights indicate communication with your ISP. Next, turn on the router and wait until its status lights indicate communication with the cable modem. Then plug in the Airport Express and wait until its status light shows communication with the router. Last turn on the computer(s).

If the Airport Express status light doesn't turn green then you will need to re-configure it to extend an existing network so it will properly talk to the router. Use the Airport Utility for this. Because you are using the Airport Express with a non-Apple router it may take some experimenting to get them to talk to one another.