Airport Express

I currently have one airport express installed in my apple computer; I am using it as a wireless connection (w/ethernet cable)on a second computer - it works great. I have a D-link wireless router. Now I would like to add a second Airport Express to a third computer. How do I go about this? Just plugging it in and waiting for the light to turn green doesn't work. I am not an experienced user. Please be patient and help me with complete step-by-step instructions. I would be most grateful Thank You.