Airport Express, making no sense ...

I'm gonna try to be as accurate as possible to describe my problem.

My macbook pro connects wireless to my modem (bbox-0b98) with no problem!
I want to add my Airport Express 802.11n to current network (bbox-0b98)
I follow the setup, I choose options, add to existing network and I choose bbox-0b98
Then I fill in the password (same one as the WEP for my modem). When all is done, it suddenly fails to connect to bbox-0b98 and thus the whole setup fails. I have to remove the network from my history thru the settings in order to connect again to my network and to the internet.

I can't find a way to add it to my network, what am I doing wrong?

I want to use airplay and to be able to connect wireless to my modem so I can connect to the internet!

Make sure you have the latest version of Airport Utility, and once that sees it usually in 'other devices' top left, click on it, and follow the prompts.

EDIT : Im pretty sure that the latest Airport Express don't support WEP. You might have to up the Modem Security to WAP 2 for you to get the Airport Express to connect as it should. I remember someone having this problem some time back, and I'm pretty sure this was the solution.

Apple takes security pretty seriously, and a 7 yr old could crack into a WEP wireless network in about 5 minutes with the right tools. You need to up that for your security anyway. That would be my suggestion.

According to Apple, WEP is still supported but not recommended.

OP: Please read the following Apple KB article regarding setting up your AE using WEP.

LINK