Review your first line. Your stack trace is clearly not from the code you've pasted here, so I don't know precisely what you've done.
>>> my_set=([1,2,3,4])
>>> my_set
[1, 2, 3, 4]
>>> type(my_set)
<type 'list'>
>>> list(my_set)
[1, 2, 3, 4]
>>> type(_)
<type 'list'>
What you wanted was set([1, 2, 3, 4]).
>>> my_set = set([1, 2, 3, 4])
>>> my_set
set([1, 2, 3, 4])
>>> type(my_set)
<type 'set'>
>>> list(my_set)
[1, 2, 3, 4]
>>> type(_)
<type 'list'>
The "not callable" exception means you were doing something like set()() - attempting to call a set instance.