I suggest that you use the full featured AirPort Utility 5.6 for Mac OS X Lion
Download and install it and it will work side by side with AirPort Utillty 6.1 on your Mac.
Reset the Express back to Factory Default Settings and confgure the Express using wireless only.
Open AirPort Utility 5.6 , select the Express and click Manual Setup
Click the Base Station tab below the row of icons to name the Express, establish a device password and adjust Time Zone settings
Click the Wireless tab
Hold down the option key on your Mac while you click on the Wireless Mode setting box and select Join a wireless network.
Enter the Wireles Network Name of the Cisco network to be joined
The Wireless Security settings must exactly match with the Cisco settings
Enter the Wireless Password and Verify Password.
Click Update, close AirPort Utility as soon as you see that the settings have been stored and you should have a green light in 40-45 seconds.
The AirPort Express does not provide any additional wireless coverage when it is configured to "Join a wireless network."
You would need to configure the Expess to "Extend a wireless network" in order for it to provide more wireless signal coverage.
The problem here.....the "extend" feature appears to be designed by Apple to only work with other Apple routers, and not with products from other manufacturers.
I was aware that it wouldn't extend my coverage (I bought it to stream iTunes), but I was surprised that my iPod Touch seems to get a better connection to my Cisco router than the Express does from the same location. In my bedroom I can stream video on my iTouch, but can't get a consistent connection even for just audio on the Express.
I got the Cisco because I had reports it had good performance at range, and I was able to install my VPN on it. Not sure an Apple base station would do any better.