For more information on this, take a look at this article:
Wi-Fi base stations: Setting up and configuring an extended wireless network (802.11n)
You are also able to configure the express using an iOS device.
For help setting up an AirPort Extreme or AirPort Express base station, use the AirPort Setup Assistant or the AirPort Utility (you can find it in /Applications/Utilities)
AirPort Quick Assist
This is good for general troubleshooting of network issues.
Troubleshooting Wi-Fi issues in OS X Lion and Mac OS X v10.6
Hope this helps,