AirPort Express green light but not getting internet

Hi guys, I have a problem during the set-up of my old model AirPort Express. I already googled and searched here but didn't find a working solution.

This is my setup:

- A windows XP machine with a USB port

- The old AirPort Express

- A USB/Ethernet ADSL Modem

- Some iOS devices

So, I want to share my internet connection to my iOS devices. Here's what I did:

- I connected the modem to the USB port of my PC and connected to the internet, everything works on the PC

- I connected the AirPort Express to the modem via Ethernet

- I set up the AirPort by creating a new wireless network and connecting to the internet by both Ethernet or PPPoE with my credentials

- In both cases the PC is still connected to the internet, the light on the AirPort turns green and there's the wifi network of the AirPort and the iOS devices joins the network but they just don't have internet access

What is the right configuration for my AirPort (Ethernet or PPPoE)? Do I need to tweak some setting or what? Because while I have internet connection on the PC via USB the AirPort doesn't seem to work.

Thanks