Airport Extreme Drops the Internet Constantly

So I have a brand new Airport Extreme and I have set it up like 5 times and it constantly drops the internet from my modem. When I set it up it will work the first time I connect then it will drop the internet connection. The connection to the Airport Express itself is solid. I have done a hard reset, a soft reset, and a factory reset and as soon as a re set it up the same thing happens. I have tested it on my phone and Mac Book Pro and it happens on all the connected machines. When I connect my Mac book Pro directly to the Modem it works fine.

Eventually I want to set up an Airport Express to extend my wireless network over Cat5 but I can't even get a solid internet connection yet to the Airport Extreme. Any help is greatly appreciated.