1) What is the model number of your AirPort Express?
If you are not sure, look on the side or bottom of the device. The model number is hard to see.....gray lettering on a white background, so you may need reading glasses and good lighting. The model number starts with an "A" followed by four numbers. You might see A1084, A1264, or A1392 for example.
2) What operating system are you using on your computer?
If you have a Mac and are not sure which operating system it is using, click on the Apple icon in the upper left corner of the screen, then click About This Mac and post back with the OS X Version number that you see there.
If you have a PC, then you will need to make sure that AirPort Utility 5.6.1 for Windows - Apple is installed on your computer.
Post back with the information about 1) and 2) above, so we can get started.