MacPro with no airport card + airport express

Have you enabled internet sharing? (System Preferences > Sharing > Internet Sharing)

Your settings should be:

Share your connection from: Ethernet port 1

To computers using: Ethernet port 2

Did you restart your computer after applying the internet sharing settings?

Did you reboot the express as well?

AFAIK, your settings are where they should be, and it should be working.

Actually now that I think about it, there is nothing on your network providing DHCP services, which is where your problem lies.

You ISP is likely issuing you 1 IP address, that your Mac Pro is using. Since your ISP only provides 1 address, and the Mac Pro isn't a DHCP server, your Express isn't getting a valid IP address.

If I were you, I would return the Express (you did mention that you just bought it, right?) and pick up an Extreme. This is a proper router that will handle DHCP. Your Extreme will plug into your modem, and then your Mac Pro will plug into your Extreme. Your iPad will connect wirelessly.

Probably not the answer you're looking for, but it's the best way to do it AFAIK.

Awesome. I'd love to hear about how you worked it out.