Pushpin sets are a specific kind of dataset that contains pushpins. Pushpin sets can be created using the Data Import Wizard, or by manually inserting pushpins. New manually-created pushpins are added to the current pushpin set. By default this is called My Pushpins.
Creating a New Pushpin Set
To create a new pushpin set, select a pushpin to add to the new pushpin set. Right click on this pushpin to show the following pop-up menu:

The right-click popup menu for a selected pushpin. Select Properties.
Select Properties on this menu to display the Pushpin Properties dialog box:

The Pushpin Properties dialog box
Use the Data set name drop-down box to move the selected pushpin to a different pushpin set. Press the New data set… button to display the New data set dialog box and to create a new pushpin set:

The New Data Set dialog box
Type the name of the new pushpin set (“Nevada Pushpins” in this example) and press OK. The new pushpin set will be created and the selected pushpin will be moved into it.
Deleting a Pushpin Set
It is also possible to delete or rename an existing pushpin set. To delete a pushpin set, select the pushpin set from the Pushpins section in the Legend and Overview. Right click on the selected pushpin set to display a popup menu:
Select Delete on this menu to delete the selected pushpin set.
Renaming a Pushpin Set
To rename a pushpin set, select the required pushpin set in the Legend to display the right-click menu (see above). Select Properties from this menu to display the Pushpin Set Properties dialog box:

Pushpin Set Properties Dialog Box (here it is showing the 'My Pushpins' set which is being renamed to 'Nevada Pushpins')
To rename the pushpin set, enter the new name in the Name box. In the above example, the ‘My pushpins‘ pushpin set is being renamed as ‘Nevada pushpins‘. Note that you can also change the default pushpin symbol for the pushpin set, by using the Symbol drop-down box. Press OK to finish.
Here are the results of the above map with a renamed pushpin set and a different symbol:


