Non-802.11n AirPort Expresses and Extremes are not compatible with AirPort Utility 6, so that's the reason why you receive that message. It doesn't mean that you can't connect to your AirPort anymore, but you won't be able to set it up.
To set up your AirPort, install AirPort Utility 5.6. As the normal installer doesn't work, follow the steps in this site > http://frank.is/mountain-lion-and-the-old-airport-utility/
(1st Generation), AirPort Express 802.11n (1st Generation), AirPort
Check the Model No on the side of your AirPort Express. A 1st Gen model is A1264.......which works fine with AirPort Utility 6.x versions.
Is this the model number that you see on your AirPort Express?
If you see A1084 or A1088, these are much older 802.11"b/g" versions. Apple started using the "generation" name with 802.11"n" products.