In this Thesis I describe the ongoing investigations into the interaction of high- intensity XUV light with materials in extreme conditions. The focus will be on the series of experiments that took place using FLASH - the first XUV Free-Electron Laser and the attempts to create and probe Warm Dense Matter using Aluminium as the target metal. By focusing the 92eV FEL beam using a specially designed Off-Axis Parabolic mirror, we created the highest intensity XUV light ever produced. We then went on to induce transparency in thin AI films with the high-intensity pulses and using an XUV spectrometer we were able to obtain a great deal of information on the propertied and distribution of the electrons in the conduction band in this highly excited state. We also look at the optical properties of Warm Dense Aluminium for photons with energies below the L-edge and finally attempt to describe the evolution of the AI target when irradiated by a high-intensity XUV pulse using results gathered in this Thesis, theoretical models and computer simulations.