If you take a look at the Video Tutorial: http://youtu.be/H9KZgb-nLAQ?t=4m52s
, the guy created a "set" object by pressing [N] and typing in "set"
I tried the same, but there seems to be no "set" object. (see attached screenshot).
It’s not a mistake. If you listen carefully, the narrator is talking about sending a set *message*, not creating a set object. Likewise, the video clearly shows a Max message box rather than an object box. If you want a shortcut to making one, type "m" instead of "n."