That's odd, did you check for a firmware upgrade? About half-way down the page there's some http://www.apple.com/support/downloads/; AirPort Express Firmware Update 5.7 & 6.3; also compatible with 10.3.9. However if you have less than OS 10.3 then see below.

Otherwise, if you can't get this ability, then perhaps manual port forwarding would be the best way to go. Check my previous link about this.