I'm on my first Python script, and I was a little confused by the square matrix example so I hope the below example will help you save some time:
# Creates a 2 x 5 matrix
Matrix = [[0 for y in xrange(5)] for x in xrange(2)]
so that
Matrix[1][4] = 2 # Valid
Matrix[4][1] = 3 # IndexError: list index out of range