Problems with Initial Setup of Airport Express on XP

I am setting up my AE for the first time, and I am having connectivity issues.
I connected the AE to my stereo, turned on the power and now the light is flashing amber.
I see the AE in my wireless networks and I seem to be connected to it. However, when I want to run the utility to configure my AE, I keep getting the following error: "An error occurred while trying to access the Apple wireless device. Make sure your network connection is valid and try again. Error: -4". I get this erroe when I try ether manual setup or continue.

5. If you are using WEP, consider upgrading to WPA or WPA2. If your PC is older, you might have to get the patch for WPA from the Microsoft website. If you have to use WEP, make sure that you use the Hexadecimal code, rather than the passphrase that you used to generate your password. If you choose WPA, set for TKIP; if you use WPA2, set for AES.
6. Still using WEP and not working, try putting a $ in front of the WEP Hexadecimal code.

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