Your problem is Vista: Apple hasn't yet bestirred itself to port the Airport Setup Assistant to Vista, as I discovered when I bought an Airport Express to stream music. So you can't configure the base station.
What I don't know but what is worth trying is seeing if you can access its setup page via your web browser by typing in its IP address, which seems to be 10.0.1.1.
Fortunately I also have a Macbook and was able to set up my Airport Express using that. If you can borrow a Mac - laptop or even an iMac - to set it up, that I think is the only way you'll be able to do it. Otherwise I suggest taking the Airport Extreme back to the shop and buying something that works with Vista. You might also consider an email to Apple asking it to get its act together and sort out the software.