Would you please provide some more information about your current network so that we can help you? For example, is your AirPort Express the only router in your current network configuration? That is, is it connected directly to a broadband modem or to another router upstream of it? Regardless, what is the make & model of this modem?
When changing network equipment or when setting it up for the first time, it is always a good idea to perform a completer power recycle of your networking equipment. Please check out the following AirPort User Tip for the details.