My new AirPort Express router will not stop blinking

I just bought a new AirPort Express. With the help of Time Warner, he gave me a new Modem and hooked everything together which included connecting router, modem to my husband's Windows PC. Now, the PC works great. My Apple IMac and Apple IPad work great and get the Wi-Fi very nicely. However, the AirPort Express unit continues to blink amber/orange and I don't think that is right. Should I do something or just leave it alone since everything is working great and I don't want to mess around the wires and cause things to stop working. Any help will be appreciated. Thanks.