I would suggest that you start by performing a "factory default" reset on your AirPort Express. Once that is done, it should default to performing as a wireless router and broadcast an unsecured Wi-Fi network with a network name of something like: Apple Network NNNNNN.
This network should show up in the list of available networks under the AirPort icon in your Mac's menu bar. Select it and the AirPort Utility should start with the base station selected. You would then just configure it as needed. You may want to change the network name and enable wireless security if you don't want others access to it.