To have the 802.11n AirPort Express Base Station's (AXn) Ethernet port enabled for network connectivity, the AXn needs to be configured as a wireless Etherent bridge. Apple calls this configuration a ProxySTA.
To activate ProxySTA, you must set up the Express to join a wireless network, and then, enable the "Allow Ethernet Clients" option; both settings are located in the Wireless tab of AirPort Utility.
If after doing so, the AXn still gets a self-assigned IP address, you may need to perform a "factory default" reset to get the AXn back to its "out-of-the-box" configuration. Then reconfigure it as a ProxySTA.
And on another note, is there anyway for (while using this setup) y mac pro to appear like it's on my network? Because often it's easier for me to just screen share and control it from my macbook pro, and I can't do that when it's on the ethernet.
When properly configured as a ProxySTA, the Mac Pro should have wired network connectivity AND should be available for Screen Sharing. Just be sure that Screen Sharing is enabled in System Preferences > Sharing on the Mac Pro.