When I run the AirPort Setup Assistant I get this error...In AirPort Admin Utility, click Change Wireless Security, select WPA2 Personal and put a password into the two boxes showing. Apply the changes to the base station and you should be set. Have you run the AirPort Setup Assistant?
I've got a brand new SR MBP 2.4 ghzWhat sort of Mac do you have? In System Profiler, is your AirPort card being recognised?
I followed your instructions an added a password, thanks for the help...Okay, don't worry about the Canada/USA thing. It seems even Apple can't tell you two apart.
Is the Express very close by? According to what you posted, the AirPort is already set up in which case you just need to use AirPort Admin Utility in the Utilities folder to enable the security settings.