When hooking up the Airport, what kind of additional cable do I need to connect my modem? If there's a diagram schematic to show the final connections, that would be great.
Cat5e or Cat6 ethernet cables are fine - you would connect from the ethernet port of the modem (it should be the only port) to the WAN port on the Express (it looks like a circle of dots).
Sorry - I didn't see Extreme listed below your question - here is the diagram - http://support.apple.com/kb/HT4259 - follow the instructions for one Extreme -
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