If the entire set will always be the top item in the product listing, you can give it a different background with CSS.
Code:
.productListing-rowheading+.productListing-odd {background-color: #ddeedd;}
This will work in modern browsers like Firefox and IE7, but it will be ignored by IE6.
If there are categories that will not have a set you want to highlight, you can specify the above to not apply to a single category, or specify each category where you do want it, whichever is easier. You would do this by adding the appropriate id, like #cat1_5Table for the Embroidery > Retro listing:
Code:
#cat1_5Table .productListing-rowheading+.productListing-odd {background-color: #ddeedd;}
To function for IE6 users, you will need to add a class tag in product_listing.php.