Donna - I think the best thing to do would be to disconnect (AND UNPLUG) the other ones before you set up the travel Airport Express. We have a Time Capsule (combination back-up hard drive and Airport Extreme) along with 2 Airport Expresses at our house. One of the AE's connects to our stereo to stream iTunes and the other is just plugged in upstairs and acts as an extender. Any time you just plug in a new device, if you have a network set up already it wants to use that device as a peripheral device (like an extender or a printer hub, etc.). You'll want to disconnect all the other devices and then plug in your travel AE to your internet connection and then set it up accordingly from your computer - name the network and device, give it a password, etc. and then have whatever devices (ie iPads, iPhones, laptops, Nintendo Wii's, etc.) you plan on using connect to it. Unplug it and take it with you and it should be ready to go in your room. Just plug it in and access the internet. You should get the Disney internet screen which gives all the disclaimers, etc... to pop up. Just accept and move forward.
Your husband is somewhat right - if your bringing a laptop, you could easily perform this set-up in a few minutes right inside the room. You'll need the airport utility program though to do this. You can't really do the set-up from an iPad or iPhone. So for those of you who are just bringing those, I believe you'll most definitely want to set up the Airport Express ahead of time.
I hope this helps.