Airport express connection issues

I have an Airport Express that is connected to a over the air internet access via a PoE adapter (see Casair internet service). When I connect the airport to the internet and set everything up it wants me to change my mode to bridge mode rather than DHCP / Nat. I'm not sure why it wants me to do this, but when I do this the internet connection is very imprecise and doesn't work on all devices. When I try to select DHCP / Nat it seems to work, and the airport utility says that there's internet and router connectivity, but when I attempt to access the internet on my computer and my phone (both apple products) I get a log in screen for an asus router. The internet company denies any issues and blames the apple router. Apple is not sure what to do. any suggestions?