Need a little more info on what you mean by sharpening set. I guess a basic set is a coarse and fine stone and a strop. You can make the strop out of a leather belt and a board. Just glue a length of belt to the board. As for the stones, well, there are quite a few threads here and a sticky post on sharpening that should be very helpful for you. What are you wanting to sharpen? Knife and/or axe?