Coyotelou, I believe I can help you. First, assemble your new Airport Extreme the way it shows you in the manual, and then plug it into an electrical outlet near your modem. Also plug the modem's cable into the port on the back of AE (it's the port with the little sunburst symbol.)
Second, in the Apple Menu (the Apple symbol on the left side of your menu bar) open Software Update. You need to be online for this part. If it suggests an update for Airport Utility, get it now.
Third, go to your computer and open Applications > Utilities > Airport Utility. This will be the newest version if you've just downloaded it. Your computer will "pick up" the signal from your new router that you just plugged in, and it will start asking you questions. It will be pretty straigh-forward. Just answer the questions and away you go!
Good luck.
Maria