Airport Express: connect to wifi network and playing music simultaneously

I have a macbook that I use to connect to a wifi network in my place (wirelessly using Airport).

Now I also have speakers that I connect to my macbook using standard cable. From sometime, I wanted to eliminate the speaker cables. Someone suggested I get a Airport Express Base Station to do the same.

Now my doubt is since I will be using the Airport connection to connect to my wifi modem, how can I use it for playing music wirelessly at the same time using the Airport Express since I believe you can only do only one at a time.
Is there any way to surf the net and play music wirelessly simultaneously?

Please note that my wifi modem router is inaccessible physically, so any new cable/ethernet connections to it are not possible.

I am sorry for such a long explanation of my doubt. But I hope I have made myself clear. I also someone can answer me.

Thanks and Regards,
Arpit Maheshwari

Connect the airport express to the speakers.
Connect your MacBook over wifi to your router.
Open up Airport Utility and configure the Airport Express to connect to the router over wifi.
Now when you play music on your MacBook you'll have a choice of outputs (bottom left onf the iTunes window. Just select the airport express as the output.