I have a Belkin Play Max Wireless Router Modem in my existing WiFi set up.
I want to extend its range, could I connect a Airport Express wirelessly to extend its range (as my house does not have ethernet lines built in)?
And how would I be able to do it?
Apple's "extend" setting is a proprietary feature that is designed to only work with other Apple routers. So, it would be extremely unlikely that it would work with your modem/router from Belkin.....or any other manufacturer, for that matter.
Your best bet for compatibilty is to always use wireless routers and extenders from the same manufacturer on your network. Check with Belkin to see if they have what you need.