Express buses don't stop everywhere that the local runs do. When you get on, you can tell the driver where you want to be let off if you're unsure. Grab a schedule if you need it so you can watch for your stop, and sit near the front of the bus. Or, if you know where you are, simply ring the bell when your stop approaches. Sometimes drivers will announce stops.
Some public buses have cords and others have button strips for requesting a stop.
Don't wait 'til the last second. This transfer is valid for two more rides in the next two hours. Buses accept dollar bills and all change. At the train stations there are vending machines where you can get a transit card for the dollar amount that you put in. Take the Blue Line from O'Hare to Washington.