3) Set the AP SSID
After you're logged into the AP, surf to the Basic Wireless Settings page and find the Wireless Network Name or SSID box.
If you don't want to control the AP that your client connects to, i.e. either your main wireless router or the new AP, set all your APs to the same SSID. This is how multiple access points are set in large "enterprise" or campus installations.
But most wireless clients are very "sticky" and tend to stay associated to the first AP they encounter, even when APs with stronger signals are available. So I recommend setting a different SSID for the AP, so that you can manually control connection.
The other advantage of setting a different SSID for the AP is that you'll be able to see both the AP and your main wireless router if you're using the Wireless Zero Configuration utility that is built into Windows. Even in Vista, Microsoft has stubbornly chosen to not show multiple wireless networks that use the same Network Name / SSID.
4) Set the AP channel
One large network practice that you do want to follow is to set the AP to a different channel than the main wireless router. In the U.S. you should use only the non-overlapping channels 1, 6 and 11. So if your main wireless router is set to channel 6, set the AP to either 1 or 11.
You should probably do a quick site-survey first (see this HowTo), to make sure that you aren't setting the AP channel to one used by a neighbor's network. If you can't find a completely clear channel, choose the weakest neighboring network and set the AP to its channel.
5) Set the AP Encryption
Although you want the option of telling your wireless client to connect to either your wireless router or new AP, you don't want the hassle of having to set up another WEP key or WPA password. So be sure that the wireless security on the AP is set up the same as that on your main wireless router. Of course, this should be at least WPA / TKIP, but preferably WPA2.
Now that everything is set up, fire up your wireless notebook or other client and make sure that you can see and connect to both the main wireless router and your new AP. If you're having trouble getting your notebook to stay connected where you want it to, see these tips. You might also need to move the positions of the wireless router and AP in your client utility's Preferred Networks list.
Now, sit back and enjoy your improved wireless network!