I answer your second problem, because I found the solution (as though the cause of the first one is the same).
I think the problem is caused because the version that you have installed on your Ubuntu is not the latest version (1.5.7 at the moment). And the official documentation is based on the latest one.
For example the version of openpyxl provided on my Ubuntu 11.10 is not the latest, but 1.5.3, and if you use this syntax (taken from here: https://bitbucket.org/ericgazoni/openpyxl/wiki/Home), the commands work:
from openpyl.workbook import Workbook
for the Workbook and for load_workbook:
from openpyxl.reader.excel import load_workbook
But you can also install the latest one with easy_install:
$ sudo easy_install openpyxl
And to install easy_install, read this answer: https://askubuntu.com/questions/27519/can-i-use-easy-install