This error should appear only once after installation, and disappear after restart.

Pimeto, in each script editor there a menu at the top that shows the available scripting languages. Is python included in there?

No I have only Vscript and Jscript ? \
This is it right ? http://www.python.org/download/releases/3.2/
I have installed this and XSI doesnt find it ? Is there any specific way to install it, or something else to install for XSI ?
Im sorry for being such a noob right now, but i have no idea of programming stuff and this python...

First of all: that's the wrong version of Python, Softimage runs with Python 2.6.x or earlier.
Second of all: From the path in your previous post I gather you are using SI2012. From SI2011 upward Python should be installed "automagically" with your Softimage install, you should only have to tell Softimage to "Use Python installed with Softimage" in the Scripting Preferences. (Look here)
Thirdly: If you really want to/must install an "external" (i.e. not installed with Softimage) Python, follow the steps described here, as you will have to install not only Python, but a corresponding version of pywin32 also...
And feel free to ask if anything is still unclear, obviously...

Hey there. I just want to thank you for this awesome tool collection - it has saved me MANY hours of work on my current project.

Cheers,
Leo