I am having a list of lists :
mat = [[1,2,3],[4,5,6],[1,2,3],[7,8,9],[4,5,6]]
and I want to convert into a set
@thefourtheye's answer clearly depicts the problem you were facing with non-hashable data types and the way to by pass it so that you can create a set and remove duplicates. This should suffice for most of thef problems but, re-reading your question
In above case the required answer will be [[1,2,3],[4,5,6],[7,8,9]].
If the order is important, you need to use OrderedDict
>>> from collections import OrderedDict
>>> map(list, OrderedDict.fromkeys(map(tuple, mat)).keys())
[[1, 2, 3], [4, 5, 6], [7, 8, 9]]