Now keep in mind that this was several years ago and I was really just dipping my toes into the whole DIY thing. There are a few things that I would do differently now. In fact, I plan to do a revision sometime soon. The upside, though, is that you can't really get much easier than this.
Step 1: What You'll Need
You'll need a power cable to plug into the Airport Express. If you've got a newer model than you've already got one.
Finally, you need an Airport Express. You have other options as well, which I'll cover near the end.