http://support.apple.com/kb/HT1731
Using AirPort Setup Assistant
Plug AirPort Express into a power outlet.
On your computer, join the wireless network created by AirPort Express.
Open AirPort Setup Assistant. Mac users: Find it in /Applications/Utilities/. Windows users: On the Start menu, point to All Programs and click AirPort.
When you see the Introduction screen, click Continue.
Select "Set up a new AirPort Base Station" and click Next.
When the AirPort Setup Assistant confirms that it has found your AirPort Express, click Continue. (If your AirPort Express wasn't found, click Try Again.)
Select "Connect to my current wireless network."
Be sure that "Extend the range of my AirPort wireless network" is not selected (this option is used only for WDS).
Click Next; AirPort Express Assistant will scan for your existing wireless network. Once it finds it, click Next again.
Choose the correct network (there may only be one) from the Wireless Network Name menu. If the wireless network is password protected, you will be prompted to enter the password. Enter the password and then click Next to continue.
Note: If you have difficulty with your password, you can get help with joining a third-party WEP-protected network.
Enter the name of your AirPort Express.
Tip: If you don't know the name, it's what appears in iTunes as the name of your AirTunes remote speakers.
Click Next.
Assign an administrator password for AirPort Express. This password can be different from any network password, and is used for just changing settings on AirPort Express.
The Summary screen outlines the configuration options you've set. Optionally, you can click Show Passwords to review the administrator and network passwords. Finally, click Next to update AirPort Express with your settings.
Once AirPort Express has had a minute or so to restart, it should join the existing wireless network, as indicated by its status light.
Using AirPort Admin Utility
Plug AirPort Express into a power outlet.
On your computer, join the wireless network created by AirPort Express.
Open AirPort Admin Utility. Mac users: Find it in /Applications/Utilities/. Windows users: On the Start menu, point to All Programs and click AirPort.
After AirPort Admin Utility opens, the name of your AirPort Express appears in the list. Select it, then click Configure.
Enter the administrator password if prompted.
Click the AirPort tab.
Enter a name for your AirPort Express in the Name field. (This name is how it will appear in AirPort Admin Utility; it may be different from the AirTunes remote speaker name mentioned in step 12. Note that AirPort Setup Assistant does not allow you to differentiate these names, but AirPort Admin Utility does.)
If your AirPort Express does not already have an administrator password, click the Change Password button to enter one. This password can be different from any network password, and is used for just changing settings on AirPort Express.
In the same pane, under the AirPort Network heading, change the Wireless Mode from "Create a Wireless Network (Home Router)" to "Join an Existing Wireless Network (Wireless Client)."
Type the name of the wireless network you want to join in the Network Name field. If you're using AirPort Admin Utility in Mac OS X, you may be able to choose the network from a pop-up menu.
If the wireless network is password protected, you will need to enter the password using one of the steps below. If it isn't password protected, skip to step 12.
Mac users: Click Security Options, choose the level of password encryption from the Wireless Security pop-up menu, then enter the password. When finished, click OK.
Windows users: Click Wireless Security, choose the level of password encryption from the Wireless Security menu, then click "Set WEP Password" to enter the password. When finished, click OK.
Note: If you have difficulty with your password, you can get help with joining a third-party WEP-protected network.
If desired, click the Music tab to enter the name that will appear in iTunes as your AirTunes remote speakers. You can also enter a password to prevent others from streaming music to your speakers.
Finally, click Update to send your new settings to AirPort Express.
Once AirPort Express has had a minute or so to restart, it should join the existing wireless network, as indicated by its status light.
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