If you want to create a WDS, put both your Expresses, powered up, in the same room with you and your favorite computer. Launch Airport Utility and confirm it can see both.
_For the Main station:_
Airport > Wireless > Wireless mode > Participate in a WDS network. The radio mode and channel will probably already get filled in for you, but if they don't, select Radio Mode > 802.11n (b/g compatible) and pick a channel that works for you. Make sure the wireless network name and security are the ones you want.
Click the WDS tab. Select WDS mode > WDS Main. Click to allow wireless clients.
Click the + button. Enter the MAC address of your remote base station. It's printed on the Express and resembles a bunch of numbers that look like 00:24:36:48:ab:cd (for instance). Be sure to type it in exactly.
Click Update.
_For the Remote station:_
Airport > Wireless > Wireless mode > Participate in a WDS network. Again, the radio mode and channel will probably already get filled in for you, but if they don't, select Radio Mode > 802.11n (b/g compatible) and pick the *exact same channel* as the main base station. The network name and security must also be *exactly the same as the main base station.*
Click the WDS tab. Select WDS mode > WDS Remote. Click to allow wireless clients.
Click the + button. Enter the MAC address of
main base station. Again, *be sure to type it in exactly*.
Click Update.
If everything went well, you will still be able to see both Expresses in Airport Utility. Unplug them and put them back in their original locations.
I think these instructions are complete. If I missed something you'll find the answer in the Designing Airport Networks I linked above.
If something didn't go well, you'll have to "hard reset" the recalcitrant Express and figure out what went wrong - this is the reason for putting them in the same room with you. It saves a lot of walking back and forth.