Unfortunately, it looks like Kappy has provided you with an older support document that does not track with the newer 6.x versions of AirPort Utility, which you likely have.
Unfortunately again, Apple has not updated this document or provided a new document that would illustrate the uses of AirPort Utility 6.x to configure the AirPort routers.
We can try to help, but we are concerned about the "old AirPort Express" that you mention, since the newer 6.x versions of AirPort Utility do not support the older versions of the AirPort Express. You may have one of these models.
Please look for the model number of your AirPort Express on the side of the device. It is hard to see, with gray lettering on a white background, so you may need good lighting and a magnifying glass to see the model number clearly.
The model number starts with an "A" followed by four numbers. Please post back with the model number that you see on your Express, as we need that before we can go any further.