Airport Express doesnt see modem

My brand new airport express will not connect to cable modem. The cabel modem's lights are all working, the one that isnt comes one when it transmits/recieves on an eithernet port. I have another cable modem combo from my internet provider that I can use to assure that the internet is indeed working (when the coax is plugged into it I get wireless internet). Its not the cable internet.

I plug the Airport express in using the WAN to the modem and the amber light begins to flash. It brings up the Express in the airport utility but it shows the internet as yellow and the Express has 3 errors. 1. No eithernet connected 2. No internet 3. No DNS servers.

I connected the Express to my MacBook when I had a different wireless network. The "1. No eithernet connect" went away but the other two remained mind you the internet was working and even in the airport utility the "globe" showed a green light for the internet. So I rulled out a faulty eithernet port. I tried switching out cables just to make sure as well.

I have been using a different Express with the same Modem for about a year. The old express died and I bought this one from he!!.

I am uterly confused.

Thanks