Airport Express not found

My network consists of an Airport Extreme that connected to my Internet providers cable modem. I have an Airport Express that is located on the second floor of my home and is used as a wireless extender. I have purchased another Express that I wish to add to the wireless network and provide a connection point to play iTune via the audio out connection on the Express. My problem is that I plug the New Express into the wall and it blinks amber and is not seen by the Airport utility software. I have reset the Express with no change. What am I missing, what do I need to do to get this device to been seen on my iMac or iPad wirelessly so that I can set it up within my existing network?

Is this a new Express you purchased or a used one? I bought a used one sight unseen and it did the same thing, went on to blink yellow for a while and after a bunch of hard resets, I somehow managed to get it to be seen by Airport Utility to configure it. It, however, only lasted for a month or two before it stayed on yellow and failed to work..

Since this was the old model and didn't cost me much, I didn't bother pursuing it further..

Don' take it personal but make sure the AirPort tool can access the internet. I didn't check that at the very beginning. That is, a firewall might be blocking it! I also bought an AirPort on ebay and couldn't find it at the beginning because of TCPBlock.