Q: I have an Extreme and want to add an Express, both to offer AirPlay capability to my home stereo

Good afternoon finguerres,

It is not necessary to have your AirPort Express change from Wireless Distribution Ssystem (WDS) to wireless client mode in order to use AirPlay. WDS will work just fine. See this article -

Wi-Fi base stations: How to set up and configure AirPort Express for AirPlay and iTunes - Apple Support

In particular the section titled Connecting to an existing Wi-Fi network as part of a legacy WDS or Extended Network.

Thanks for using Apple Support Communities.

Best,

Brett L