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Configuring the Airport Express
There is a useful mode which isn't well documented that allows you to use the Airport Express as a wireless bridge, providing 802.11n WiFi to ethernet devices. This is also known as ProxySTA mode. This means that you can add faster WiFi to things like Mac Minis, media player devices and such like. Better still, this is without using the WDS mode and thus does not suffer the performance penalities associated with it. Another reason not to use WDS mode is that you cannot specify the radio mode when using WDS.
To use the ProxySTA mode you must ensure that you have at least version 7.3.1 of the Airport Express firmware. As of March 2008 the device is shipping with only 7.3, so it must be upgraded.
Once the upgrade is in place go to the Wireless tab within the Airport configuration utility. Join the wireless network by choosing "Join Wireless Network" (not "Extend Wireless Network") and tick "Allow Ethernet Clients".
How well does it work? A Mac Mini, using its built-in wireless network adapter was getting about 1.1 megabyte per second transfer when copying a large file using 'scp'. Using the Airport Express configured as detailed above gave a speed of around 3.4 megabytes per second.