Took 2+ hours to get this set-up as a "client" on my existing 802.11b network - awesome product once you jump through the hurdles!...
I read other folks advice, but none of them gave me a complete A-Z for connecting to an existing network using WinXP and 802.11b. Here's my instructions borrowing certain parts from other postings (thanks, btw!)...
1. Download and install the latest version of iTunes.
2. Physically connect your new AirPort Express to your wireless router with an Ethernet cable. Plug in the AirPort Express into the wall, and wait until the LED turns solid green (up to a few minutes).
3. Insert the CD-ROM that came with the product and run the Install program on your computer.
4. Once installed, start the "AirPort Admin Utility" for Windows. [Note: do NOT use the "AirPort Express Assistant" AT ALL as this software will lead to a dead end if you're trying to connect to your existing non-Apple AirPort Basestation network (eg; this tool doesn't work if you have Netgear, Linksys, Belkin, etc).]
5. Select your new Airport Express name in the Base Station Chooser list and then click "Configure" in the bottom right corner.
6. Click on the "AirPort" tab. In the "AirPort Network" section, select "Use base station to: Join an Existing Wireless Network".
7. Type in your existing wireless "Network Name" [note: if you don't know this, in WinXP go to "View Network Connections > View available wireless networks" and find the name of the wireless network you are using. Note this name and how it is spelled, as it is case sensitive = you have to enter it just like this in the AirPort set-up.]. If you have security on your wireless network, click "Security" and enter in the correct key(s), which you can get from your router's home page [note: find the IP address for this in your router's documentation].
8. Change the password to something you'll easily remember. It doesn't let you use the default "public" password.
9. Click on the "Music" tab at the top of the screen, and name your iTunes speaker system. For example, "Living Room".
10. Click "Update" in the lower right-hand corner. Your AirPort Express will be restarted, and the LED should turn solid green again after a few minutes.
11. Go to http://www.apple.com/airportexpress/ and download the latest firmware update for your AirPort Express (eg; AirPort Express Firmware 6.1.1 for Windows). Run this software to update the firmware. Once the installation is complete, your Airport Express will again restart and the LED will change to yellow then back to green after a few minutes.
12. Unplug the Ethernet cable and relocate the AirPort express where you'd like, plugging in your audio jack and plugging the unit back into the wall.
13. Turn on your audio receiver, make sure it's connected to the jack you just plugged into the Airport Express.
13. Open iTunes. In the bottom right, select your new Airport Express speaker name (eg; Living Room) as the speakers to use.
14. Select your song, press play, and there you have it.
15. Happy AirTuning...
Sure wish Apple would just grow up and post these instructions on their own Web site.