You can do what you describe. However, if the Express joins the network wirelessly to extend it you will half your overall bandwidth on the network. If possible, connect the two via ethernet and create a Roaming Network so your performance doesn't suffer. These kbase articles should help you pursue either path.
Extended Wireless Network: http://support.apple.com/kb/HT4259
Roaming Network: http://support.apple.com/kb/HT4260
I dont want to extend it wirelessly. Thats not the ideal solution and the performance is bad.
I Will stick to roaming But there must be more settings to change than those i have mentioned in order not to make interference. The Apple article is very short in details and doesnt even tell me about the radio channel. It seems that they have marked it as automatic.
Rules for a roaming network:
The "remote" wireless access point must.....
Be configured to "Create a wireless network" using the same wireless network name as the main router
Use the same Wireless Security Setting as the main router
Use the same Wireless Network password as the main router
Be configured in Bridge Mode
Ideally, you would set the Radio Mode to the same setting as the main router or as close as possible
Use the Automatic setting for Channel for best results.....or if you want to set Channels manually, assign channels that are at least 3-4 settings apart on the 2.4 GHz band. Just choose another channel on the 5 GHz band.
The Automatic channel setting will scan to choose the best available channel to use. Otherwise, you have to guess at which channel to use.