Adkinsdave, keep in mind that often having someone remotely connect to your computer with you and perform this task is easier than trying to walk you through steps and potentially missing a step. With that being said, the Airport Express was meant to make setting up a WiFi network in your own home a breeze.
We need to first determine if your Canon PIXMA MX310 has a Mac driver. According to the Downloads page at Canon.com, there are several Mac drivers available for OS X, 10.5 and 10.6:
usa.canon.com - simply choose your OS on the pulldown from that website. Once your computer has the driver it needs to communicate with the printer, you can use your Airport Express to connect to the printer.
Obviously, make sure the printer is turned on and once you go through the Airport Express connect guide you should be printing in no time.
Let us know if there are still issues.
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