I am trying to use xlwt to create a output file (in .xlsx format) with multiple tabs. The version number of my Python is 2.7, and I am using Aptana Studio 3 as IDE.
The xlwt module cannot create .xlsx files. It is a writer for .xls files.
The warning is due to a feature in newer versions of Excel called "extension hardening" which means that the file extension has to match the file type.
If you change the output file extension in your program to .xls the warning should go away and Excel will read the file.