If you performed a "hard reset" properly, your old Express will create an open wireless network with the SSID "Apple Network nnnnnn". Connect to that network for AirPort Utility to communicate with it.
Once you are finished reconfiguring it, the network "Apple Network nnnnnn" will cease to exist. AirPort Utility will appear to be stuck. Understandably, this tends to confuse people. Just close AirPort Utility and connect to your usual wireless network.
It usually takes me a couple of "hard resets" and subsequent confuguration attempts because I negected to do something simple while reconfiguring the Express. Find a toothpick or similar implement and anticipate having to reset it again when this happens to you
I tried the "Airport Hard reset" but nothing happen, I can't join my airport express with the last Airport Utility 6.2.
What do you do think about to try a "Factory reset " ( http://www.iclarified.com/entry/index.php?enid=185 )
Look for the model number on the side of the AirPort Express. If you see A1084 or A1088, these older versions are not compatible with AirPort Utilty 6.2.
If this is the case, a Factory Default Reset will do nothing to change this.
A possible workaround might be to install an earlier version of AirPort Utility on your Mac and use that version to configure the older Express while keeping AirPort Utility 6.2 on your Mac as well. More details here:
Keep in mind that this is not supported by Apple. It works for me, but I cannot say whether it might work for you.