Use an ethernet cable to connect the Airport express to the modem. Plugin your AirPort utility to a power outlet and power ON it. Now go to the start menu and then select the “Program” and “windows airport utility” Click on your AirPort express and then continue. Now enter the name and password and then continue. Also, remember to select the “WPA/WPA2 Personal” option and enter other details and then to continue. Select the option to connect with a cable modem or DSL, then click continue and update. You have done it.