assuming that your airport express (AX) is to become your main wireless router, and that it is connected to your cable modem via ethernet cable, you could try this:
first, +factory restore+ your AX. pull it from power and use a paper clip or pointy object to press the reset button. keep the button pressed while you re-plug the AX into the outlet until the status light flashes amber rapidly (8-10 seconds).
then click on the airport icon
in your menu bar. you should see something like +Apple network bj1234567+ or similar (it may take a little while for it to show up). in order to set up the AX, you will have to temporarily join its network ! you will get a message asking +do you really want to switch networks ?+ and you
do want to do that.
launch airport utility (AU) - you should see the AX now. click on the icon of the AX once to highlight it and click
continue. follow onscreen instructions and, when prompted, choose to +create a wireless network+ and enter the required information for your ISP. click
update
once the AX restarted, click manual setup, browse through the tabs to give it a name, set up the base station password and network security. you should go for "WPA/WPA2" and choose a non-dictionary password made up of letters and numbers.
update the unit again when done.
does that work ?