This would create movie sets directly inside XBMC database that is stored in C:\users\USERNAME\ AppData\Roaming\XBMC\userdata\Databases folder. Look for file called "MyVideos60". If you are using MySQL with your XBMC setup, than you will have to provide information:
Localhost: Computer Name or IP address where MySQL database is installed
Database: xbmc_video60 (default name for XBMC 11 "Eden")
Port: 3306 (default port for MySQL database)
User: xbmc database user name
Password: xbmc database password
Finally, from the drop down menu select connection type and press button "Connect"
You can create new sets or edit existing ones. Auto Complete feature will provide names of existing sets. You can delete existing set, or individual item within set. In addition, you can clear all sets. Finally, you can export your set name to nfo files stored in movie folder. Since, sometimes movie names can be confusing, you can see movie details and play it.
I highly recommend using AON Nox skin, It has ability to customize home screen items/sub items. Therefore, if you would like to create separate sets for yourself and your spouse or kids, then create set and include some additional word in it. Example "Star Trek Collection", "Star Wars Collection" and for your wife "Jane Austen Set"
Now create a new Playlist based on "sets" field and specify that this field must contain word "collection" or "set". When you are done, you can add this playlist to Home Screen Menu