Unfortunately, you almost always lose some money against a set when you have a good hand. You don't have to however. Like rilla said, it's easy to sniff out a set against a tight player. If you bet 3/4 pot with top pair or top two pair and get called then he has you beat.

With a high pocket pair, or against loose players it's very tricky. In this case, a set will usually reveal itself on the turn. If you make a huge bet after a 4th street blank falls, and get called or raised then it's a red flag. You almost want the board to coordinate so that you have an excuse to fold against a hidden set held by a loose player.

Generally, a huge reraise when your holding top pair on a flop means your beat whether it's a set out there or not.

Only experience will allow you to "feel" when your beat. Sets are the most difficult hands to feel out. It's all in the betting patterns as compared to the style of player you're in hand with.