What's the software source of the audio? If the audio source is iTunes, there are a few things you can do specifically dealing with the support for Airport Express hardware. If you don't wish to spend more money on Team Apple, then the Enlightenment Sound Daemon runs on pretty much any hardware (Linux, OS/X, or Windows/Cygwin).
There's a quick tutorial here. It uses Rogue Audio's Hijack; looks like someone's recommended another Rogue Audio project as well. I'm a fan of Airfoil from them, as it lets me stream Pandora to the Airport Express in the main room.