ImportError: No Module named xlwt

First off, try using easy_install or pip to install it into your pythonpath:

easy_install xlwt

or

pip install xlwt

These are python package managers/installers and make the whole process so much easier. But if you have already downloaded it manually, you still need to install it:

python setup.py install

Then it will be available in your python path for import. If you find that you don't have easy_install, manually download this: http://peak.telecommunity.com/dist/ez_setup.py and do python ez_setup.py, and then continue the instructions. Best choice though is to install pip and use it for your package installations. If you have easy_install, but not pip, you can do easy_install pip