It sounds like the AirPort Express is just too far away, or there are too many walls/ceilings and other obstructions in the signal path to allow a good stable wireless connection.
The "best" solution is always to connect devices using an ethernet cable. If that is not possible, you might consider using a pair of ethernet powerline adapters to accomplish the same task by using the AC wiring in your home to transmit the ethernet signal.
If you elect the ethernet option, you'll configure the Express to "connect to a network using ethernet", not "join" which is a wireless only option.
Trying to add a "relay" at the mid point between the main router and AirPort Express is technically possible, but very difficult to configure. The entire network would drop down to "g" wireless, so you would lose any advantage of having a faster "n" router on the network. In addition, the bandwidth on the wireless would drop by 75%, so that's another factor to consider in an installation where bandwidth is critical to success.
To give you an idea of what would be involved here, (most users find this very difficult to configure, so I do not recommend this), take a look at the process in this link:
http://discussions.apple.com/thread.jspa?threadID=2422028&tstart=0
Message was edited by: Bob Timmons