Hi Jaxx, I've found this for you which may be of use. I have to say that normally Airport works very well.
Setting up AirPort Express with Windows XP
Initial setup from a MAC or by wire connection Note: When iTunes switches to AirPort Express, firewall must be OFF
If you have not already done so, install the most recent Firmware V6.1.1
plug in with a network cable attached. The Light will flash - green - yellow - flashing yellow - then green again.
load AirPort Admin Utility. AirPort Assistant will not reliably work with Windows XP
The Base station should appear. Select the base station, press configure
enter the password (default is guest). If the password is not available, then press and hold the rest button for 15 seconds to rest to the factory default settings and restart from #1.
AirPort tab:
leave then name unchanged
enter a password
wireless mode - join existing wireless network (wireless client)
enter your network name (obtained from your router)
wireless security - 128-bit WEP
enter a password, exactly 13 characters for 128-bit WEP
Internet tab:
connect using wireless network
configure manually. The addressess should appear automatically, but if they do not then enter the numbers obtained from your router (these are mine).
ip address 192.168.0.103
subnet mask 255.255.255.0
router address 192.168.0.1
The other tabs are all blank
Music Tab:
enable AirTunes on this base station
no enable AirTunes over Ethernet
enter a speaker name (TV Room)
press update.
The lights will again flash yellow í flashing yellow í then green. The unit will disappear from the Admin Utility screen for several minutes, and you might have to exit it and re-enter it to make it re-appear.
Disconnect the network cable.
You may now plug the AirPort Express into an outlet near the stereo. Do not try to connect until the green light is on.
Remember that when iTunes switches to the AirPort Express that the firewall must be turned OFF or it will not connect. The firewall be be turned back on after AirPort has connected.
There is yet more here:
LINK