Your Slingbox requires a physical, wired connection to your router to access your home network. Most wireless routers, like the Airport Extreme or the Linksys WRT54G, have local area network (LAN) ethernet ports that allow you to use an ethernet cable to physically connect devices on your home network. This is necessary for devices that don't have built-in wireless connectivity, like the Slingbox.
Unfortunately, the Airport Express wireless home router has no local area network ethernet ports. Apple discusses this limitation of the Airport Express in the Airport Express Frequently Asked Questions knowledge base article.
The best way to work around this limitation is to upgrade your router to one that has built in local area network ethernet ports, like the two mentioned above. You can find a list of recommended home routers in our Recommended Routers and Bridges knowledge base article.
And if your Airport Express is also used for AirTunes or USB printer sharing, you can easily reconfigure your Airport Express to perform these functions with your new router on your new network. In addition, if you buy a new wireless router, your Airport Express could then be used to expand the coverage of your wireless network to other parts of your home.
If this isn't something you would like to do, you can also connect your Slingbox to your existing wireless network by using a device called a wireless bridge. As the diagram indicates, a wireless bridge is a device that accepts the wireless signal coming from your Apple Airport Express, and provides a physical ethernet port that you can connect your Slingbox to.

Be sure to set up the wireless bridge to work with your existing wireless home network before plugging it in to your Slingbox. It's recommended that you test the bridge where you plan to use the Slingbox so that you can verify the wireless signal strength.
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