Check to make sure that you are......
Performing a Factory Default Reset on the AirPort Express
Restarting your Mac
Selecting the AirPort Express under the heading of New AirPort Base Station when you click on the WiFi menu on your Mac
The setup utility "wizard" should suggest that you configure the AirPort Express to "join" the Comcast WiFi Network
In the example below, the AirPort Express is being set up to join a network named 2WIRE902. You should see the name of the Comcast Wi-Fi network on your screen during the setup.
Enter a name for the AirPort Express and the correct WiFi password for the Comcast Wi-Fi network.
If the Express still will not connect and you have an iPhone or iPad handy, try the setup using that device.
On the iPhone / iPad Home Screen, tap on Settings
Tap on WiFi
Tap on AirPort Express under the heading of Set Up New AirPort Base Station
Follow the prompts. If the Express still will not connect, it may not be compatible with the WiFi signal from the Comcast router. About the only left to try at that point would be a permanent wired Ethernet cable connection from the Express back to the Comcast router. Post back if you need the details on this type of setup.