Greeneyez I got Movie Sets working and there is a 20x easier way than what is suggested in the XBMC Wiki. This is what I did:
System>Add Ons>Get Add Ons>XBMC.org Add Ons>Web Interface
The go back to System>Network
--Enable "Allow Control of XBMC via HTTP
Change the port, username, etc as you see fit
--Set the web interface to XWMM
Go back to the main home menu of XBMC
From another device open a browser window and browse to the IP of your XBMC box followed by the port number so example would be http://192.168.1.10:80
Go to Tools>Manage Movie Sets
-Name your movie set
Do this for as many sets as you see fit
On the left hand side will be your movie library. Go to each movie you want to be part of a set. Click on "Other Details" in the bottom right and you will see an option for "Set". Change it to the set of your choice and then you should see a blue disc icon appear next to the name of the movie on the left.
When you finish go back to your XBMC box and browse into your movies directory again and you'll see your sets showing up in your movie list.