Hotels, especially the major players, have become a lot smarter about routers connecting to their networks....as have colleges.
It used to be that all you had to do was configure the Express to provide a wireless network, configure it in Bridge Mode, open your browser to agree to the hotel terms, and connect as many wireless devices as you wanted.
The hotel router would supply as many IP addresses as you needed for your devices.
A significant number of hotels are now allowing only one device to connect. So, if your AirPort Express is configured in Bridge Mode, as I suspect, you can connect one device but will run into difficulty if you try to connect more than one.
Does this sound like something that you are running into?
If not, we need some specifics about what is happening when you say that your connection is not allowed.