You need to set it up to join your existing network and then enter the name and security code for your network. This should do the trick.
Need help with Apple Airport Express
I bought an Apple Airport Express so I can connect my Marantz SR-7007 to my wireless network. I want to use it as a wireless client. I have an iMac and AT&T uverse is my Internet provider. The Airport Express configures properly ONLY IF it is connected to the router with an Ethernet cable. I can not get it to work with the Wireless network. I've googled directions and tried everything. Can anyone help, or do I have to have an Apple tech come to the house ? Thanks