Extend wireless network from DSL router with Airport Express
Here are set up instructions that should work for you:


Connect your express (LAN port) directly to your Mac ethernet and fire up Airport  Utility (you may want to do a factory reset first). 
Discover it (you may have to click on "Other Base stations" and pick LAN).
Select Create New Network, rather than Extend, when configuring.
Select a separate password and enter the same password as the DSL router for the Wireless Password (and something you'll remember for the Base Station password).
Let Airport setup finish.
Edit the settings and under Wireless, enter the identical NAME, Security Type (for example; WPA2-Personal), and Password as your DSL router (the password will already be filled in from above of course). 
Under Network, select; Off (Bridge Mode). 
Unplug your Airport from the Mac and plug it in to the ethernet
connection to the DSL router and the WAN connection on the Airport.