How do I change the region on an Airport Express?
You need to do a firmware reset (factory default) – see http://support.apple.com/kb/ht3728

Beforehand, ensure:


the mac through which you will be setting up the Airport Express (ie by use of Airport Utility) is set to Australia in its preferences (e.g. on MacOS these are System Preferences/International/Format and System Preferences/Date &amp; Time/Time Zone).
the Airport Express can connect to the internet within Australia, at the time of first set up after resetting the firmware back to factory defaults.


I believe the firmware attempts to determine its location on first setup (either via the IP address it sees on initial connection, or off the computer), which it then writes into its firmware.