How to Connect Airport Express to Existing Wireless Network (Client Mode)

I am posting this for everyone tearing their hair out trying to connect the Airport Express to your own existing home wireless network. After spending 2 hours last night installing this on my father-in-law's home network, I hope to be able to save someone else the agony we went through.
So here's the situation:
Say you already have your own home network set up, and all you want is to be able to use AirTunes to play music off iTunes into your speaker system. And, you don't need the printer sharing capability nor creation of another wireless network (2 of the features of Airport Express). Then this solution is for you - read on.
Unfortunately, Apple's user manual is very unclear how to connect Airport Express to your own network. When you look at the picture diagram they provide, they show Airport Express picking up its signal from another Apple-oriented base. This can make you think you need to buy another piece of hardware to make it work. DON'T If you read through the manual, the Support section here, etc., you will hear lots of talk about "Client Mode" - and that this is the only way to get it to work. Nice - but no one really tells you how to set up the Airport in client mode.
Do yourself a favor, toss that user manual aside and run these steps.
(Note: These directions assume your DSL/Cable Modem is hooked up to a wireless router or acts as its own wireless router)
1. Get a cat5 Ethernet cable (anything but an orange cable - that's a crossover cable) like you would use to connect your PC to your router to pick up the Internet.
2. Connect the Ethernet cable to the router on one end, and to the Airport Express unit on the other end.
3. Plug in your Airport Express unit to the wall (this will not necessarily become its permanent location - you will be able to move it later). The light will glow solid Amber for about 30-45 seconds while it starts up, then blink Amber. At this point, the unit is ready to operate.
4. Install the CD to the PC where your iTunes music is stored. This should be painless. Once you open the program, it should detect the Airport unit.
5. At this point, the on-screen wizard will present you with your options, and walk you through the setup. This is much like the user manual describes - and you should be good to go form here forward.
Some pointers:
- When asked if you want to create a new network, join an existing network, or connect via Ethernet, choose the middle option for joining an existing network. You will need to know the name of your network, the password to connect to the network (if present), and the type of encryption used on the network (e.g. WEP, WPA, etc.). Side note, WPA is recommended, as it is a higher level of security than WEP. You will be able to configure the Airport Express unit to automatically login to your network.
- I would recommend, when creating a password for the Airport Express unit, use the same password as your network, to avoid confusion.
6. The very last step will ask you to save the settings to the Airport Express. Here's the kicker - when you save the settings, you are TRICKING the Airport Express into no longer acting as a network broadcaster, but instead being a "slave" to your own network. What do I mean? You will lose the connection from your PC to the Airport Express - an error message will pop up telling you the unit can no longer be found. While you might think you did something wrong, you actually were successful!
7. Unplug your Airport Express, and disconnect the Ethernet cable from your router and the Airport unit. This will no longer be needed.
8. Go to your desired location where you want to plug in your Airport Express unit. Before plugging it in, connect your Audio cable from the Airport Express to your audio receiver. Once that is connected, then plug in the Airport Express unit. The light will glow solid Amber for 30-45 seconds while it loads, and then will blink Amber for a brief period of time before turning solid GREEN. When this happens, you have successfully connected the Airport Express to your home network!
9. Go back to your PC with iTunes. Open the Airport software - you should now have a listing for your Airport Express unit in the upper left. Click on this, and the wizard will guide you through connecting - you will need the password you created for the unit. You only need to go through this wizard once, and when finished, the software will tell you that can now use iTunes with your Airport unit.
10. Open iTunes. On the lower right, you will see a dropdown for Speakers, and it should be defaulted to My Computer. Click on that drop-down, and you will see the name of your Airport unit. Click on that name, and now your music will broadcast to the Airport unit!
11. Play a song in iTunes. Go to your audio receiver, and connect it to the channel for your external connection to the Airport Express unit. You should hear your music from iTunes. CONGRATULATIONS! =)
I hope these instructions were helpful - I am happy to answer any questions, so feel free to contact me, *******************@*****.**.
<Edited by Moderator>

Thanks for the detailed directions. You are absolutely correct in stating that people should toss the user manual; it's pretty worthless. I have had a problem setting up my new Airport Express as I have described in an earlier post - http://discussions.apple.com/thread.jspa?threadID=1839873&tstart=45
One quick question - does using your setup process set the AE up as part of a distributed network where the AE is acting as a wireless router where it is extending the range of your network? Or, is it simply a wireless connection to your stereo for iTunes? I am interested in having both, since my AE will be at the other end of the house from the main wireless router.
Thanks

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