Double NAT Error with Airport Extreme and Airport Express

I have an Airport Extreme 802.11n base station which is connected to my DSL Modem/ Router via Ethernet. I have a MacPro which does not have an airport card installed so I bought an Airport Express 802.11n - which is connected to my MacPro via ethernet - and thus provides my MacPro with internet access.
Originally I had the APExtreme and the APExpress set up in a WDS - all worked well - my other wifi equipped macs and devices in the house connected to the network with no problem, but I did notice that the maximum throughput I was getting was 802.11g speeds - this is of course due to the overhead of the WDS.
I originally purchased these 802.11n devices because I wanted the higher throughput - so I decided to terminate the WDS and just have the APExpress (attached to my MacPro) "join" the wireless network instead of extending it - which works and I am enjoying the 802.11n speed.
So, I just upgraded a couple of my Macs to 10.6.2 and was going to start using "Back to My Mac" and I got the error that there is a double NAT address problem and that "Back to My Mac" won't work until this is resolved.
I know that going back to a WDS will resolve the double NAT problem - but I don't want to take the performance hit that goes with the WDS.
So, short of buying an Airport card for my MacPro (which would eliminate the need of the APExpress)
Is there any other way to resolve this double NAT problem besides WDS?
Thanks for any advice.

First of all thanks for your quick reply!
Connecting my MacPro to the Airport Extreme would be a serious pain as the DSL Modem and APExtreme are upstairs near the only connection point in the building to a phone line - and my MacPro is downstairs.
I suppose I could dig out a very long ethernet cable to perform the test. But before I jump through that hoop - please explain to me what you are trying to get at - in other words - what does it mean if this resolves the double nat error - and what does it mean if it does not?

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