Airport Express - Ethernet Unplugged

[strat001]

Hi,
I just got an airport express. airtunes works fine, but for some reason I cant get it to create a wireless network when i plug in the ethernet cable, it just tells me the Ethernet is Unplugged. The cable works, as I am using it to connect now.

The setup is :

Cable Modem - MSI RG60SE Wireless Router - Ethernet Cable to my room

Any help in setting it up?
Thanks

 

[iBookG4user]

If you plug the modem directly into the Airport Express, does it work?

 

[strat001]

the light goes green when plugged directly to the modem.

 

[iBookG4user]

Have you tried resetting all of the settings on the router to the factory default?

 

[strat001]

did that, still the same

can someone tell me how I would configure it to have a wireless network in m room? Im not sure if Im doing the right thing.

Just read that I will have to set it up as WDS, and apparently it is unlikely to work with a non apple router.
is there any way to get it working?