First, check your
web server logs for error. Make sure php error reporting is on. Whenever you get a blank page, you've got an error.
Are you calling session_start(); at the top of each of your files? Presuming you have a form that is posting 'set1' to the file in which you are setting the session variable, your syntax seems to be okay...
Edit: If you have server access, the apache logs are usually someplace like /usr/local/apache/logs. If you stick a file containing the following code in your webroot, it will tell you where logs, config files, etc. reside -
<?php
phpinfo();
?>
Also, try putting error_reporting(E_ALL); at the top of your php files. It should cause errors to go to the browser.
If all else fails, go with brute-force - add a few echo statements through your code to see how far it's getting before it bails out.