Same problem: Can't find "airport express assistant" at Apple Software or Updates.
I look at
http://docs.info.apple.com/article.html?artnum=162845 and it says...
Setting up a new AirPort Express or making changes to one
You can use the AirPort Express Assistant to set up a new AirPort Express or make changes to an AirPort Express you have already set up. You can use the AirPort Express Assistant to change the name of your network, the name of your remote speakers and other settings.
If you want to change other settings (such as advanced security options, closed networks, DHCP lease time, access control, WAN privacy, or power controls) use the AirPort Admin Utility, located in Application/Utilities on a Macintosh, or in Program Files on a computer using Windows XP or Windows 2000.
Unfortunately, the AIRPORT Admin Utility will not work (at least not until AE has been set up via AE Assistant.
Where am I supposed to be looking within APPLE's site?
Please... anybody?