Do i simply run an ethernet cable from my airport to my PS3 to play online?

Hi, i just purchased an Apple AirPort express having heard that it can offer me better internet connection to my ps3. My Sky router is 2 floors below the PS3 giving me shocking online lag (the price u pay for sleeping in the attic)! Anyway im curious as to wether i simply run an ethernet cable from the Airport to the bak of the P3 or do i have to do something else with my sky router?? Im not 100% sure how the whole AirPort thing works! Any help would be much appreciated !