When loading the PyXLL add-in if you see the following error then the problem is that you are trying to load the 64 bit version of PyXLL into a 32 bit version of Excel, or vice versa:
The file format and extension of 'pyxll.xll' don't match. The file could be corrupted or unsafe. Unless you trust its source, don't open it. Do you want to open it anyway?
To fix this error you will first of all need to determine whether you are using the 32 bit or 64 bit version of Excel. Follow the instructions in this FAQ article to determine which you have installed.
Once you know which variant of Excel you have, go back to the PyXLL download page and make sure you select the version corresponding to your Excel before downloading.
Note You will also need to use either a 32 bit or a 64 bit version of Python too, corresponding to the variant of Excel you are using.