"AirPort Express: How to join an existing Wi-Fi network in client mode" => 'Add to an existing network' will not result in pure client mode
Choosing that option will always end-up in extending my wireless network.
What I want to achieve is to just add my AE to the existing WIFI network and to use it for local access like AirPlay or Printing.
No other client e.g. iPhone, iPad etc. should be able to connect to that AE wireless.
So it seems that there's one step missing in that description.
As a last step you need to manually change the set-up so that Network Mode shows 'connect to wireless network'.
Afterwards your AE will be finally in 'Cient Mode'.
I_am_Andy
AirPort Express 802.11N (2nd generation), OS X Mavericks (10.9.1)