Which wireless mode corresponds to a roaming network setup?
Perhaps surprisingly......"Create a wireless network" is the setting that you need.
But, you don't even need to worry about that if you use the new AirPort Utility to set things up. It will practically do everything for you....automatically.
Here, I am assuming that you do have an 802.11n Express. Check the side of the device for the model number. You want to see A1264 there.
I also assume that you have an 802.11n version of the AirPort Extreme...correct?
Finally, I assume that you have checked and tested to make sure tha the Ethernet cable is working....by temporarily connecting a laptop to see if it can connect to the Internet using Ethernet...with wireless off.
Post back if you have not figured out this very simple setup yet...and need a few tips.