AirPort Express in Client Mode

[Oneness]

I have been trying to set up an AirPort Express in client mode so I can have some remote speakers to listen too but I have been having problems.
I have everything set up and I go into AirPort Utility and choose the Express (at this time I have selected the Express as my network). I am able to choose the option to join an existing network (my AirPort Extreme) and AirPort Utility then shows me my settings and everything looks okay, but when APU restarts the Express I get an error message that says that APU can not find the Express's network. I go to the Express and it is blinking amber (not a good sign).
I have the Express' MAC added to the Access Control Pane in the AirPort Extreme's preferences.
I have read Apple's support article and followed it to a T and yet I still get the error message.
Any ideas?

 

[waw74]

for setup, it is much more reliable to run an ethernet cable to the express. You can either plug it into your wired network, or just run a single cable to a computer.
This will let you see why the amber light is flashing.

I have a linksys router running dd-wrt. If I am having issues with my express connecting, sometimes i find it helps to reboot the main base station. Don't know if the same would hold true for an extreme or not.