Adding a set will not increase your card count nor will it show those individual cards in your collection. Sets are tracked "separately". This option is useful when listing a complete set for sale/trade (prevents individual cards from being selected in a trade), or when you have multiple complete sets of a given set and want to easily keep track of how many complete sets you have without having to scroll through the checklist to see which cards are short of an additional complete set. You will, however, see the item count associated with the set(s) when viewing your collection.
The option I suggested is best if you want the card count in your collection to reflect the cards from the complete set and/or if you want to see the individual cards from the set show up when you're viewing a team or player that has a card from the set.
"You don't have to be friends with everybody. Hell, you don't even have to like anybody. But you WILL respect everybody." - My father said this to me when I was 15 years old. It worked. I encourage all of the fathers out there to do the same with their kids.