To run the term structure model in Excel please download the zip file: Non-Linear Term Structure Model.zip.  You also need to install the Matrix Excel add-in which you can find at http://digilander.libero.it/foxes/SoftwareDownload.htm.  Change the Excel pointers to point to your installation of Matrix.
To run the term structure model in Matlab please download the zip file: NonLinearTerm StructureModelMatlab.zip.