How to use internet and airport express at same time?

I have my airport express set up in a room with my stereo. I can stream from computer and iTunes music library fine. My internet net gear modem is in another room connected to the phone line. My computer is an another room again. All devices can stream to the stereo from the iTunes library. I also want to play iTunes radio and other internet music apps and stream to the stereo. It seems they can't because they are unable to use both networks 'airport' and 'net gear' at the same time. I'm thinking if the airport express was plugged into the modem it would all work, is that right? But my stereo and speakers throughout the house all run from a different room. The other option is to move the phone but thats not an option either. What else can I do?