Q: How do I Extend my airport extreme using an airport express

Apple's step by step instructions are here:

http://support.apple.com/kb/HT4259

Although two Extremes are pictured, the setup for an Express is exactly the same.

If you are running Lion 10.7.3, you will need to download and install AirPort Utility 5.6 for Mac OS X Lion for the instructions to make sense.

Otherwise, open Macintosh HD > Applications > Utilties > AirPort Utiltiy to start the process.