10NL Flopped Set bad board

I thought this was a pretty easy fold on the river, was I wrong? And I almost never fold sets.

Full Tilt No-Limit Hold'em, $0.10 BB (9 handed) Hand History Converter Tool from FlopTurnRiver.com (Format: FlopTurnRiver)

Hero ($17.55)
UTG+1 ($9.85)
MP1 ($3.65)
MP2 ($19.35)
MP3 ($9.90)
CO ($10.10)
Button ($6.70)
SB ($3.80)
BB ($10.45)

Preflop: Hero is UTG with 9http://www.flopturnriver.com/phpBB2/...miles/club.gif, 9http://www.flopturnriver.com/phpBB2/...iles/heart.gif.
Hero calls $0.10, 2 folds, MP2 calls $0.10, 2 folds, Button calls $0.10, SB completes, BB checks.

Flop: ($0.50) 9http://www.flopturnriver.com/phpBB2/...es/diamond.gif, Jhttp://www.flopturnriver.com/phpBB2/...es/diamond.gif, Ahttp://www.flopturnriver.com/phpBB2/...es/diamond.gif (5 players)
SB checks, BB checks, Hero checks, MP2 checks, Button bets $0.2, SB calls $0.20, BB folds, Hero calls $0.20, MP2 folds.

Turn: ($1.10) 2http://www.flopturnriver.com/phpBB2/...iles/spade.gif (3 players)
SB checks, Hero checks, Button bets $0.4, SB raises to $1.2, Hero calls $1.20, Button calls $0.80.

River: ($4.70) Khttp://www.flopturnriver.com/phpBB2/...iles/spade.gif (3 players)
SB bets $2.1, Hero folds, Button raises to $4.2, SB calls $0.20 (All-In).

Final Pot: $11.20

Bet the pot on the flop and fire again on the turn. Make anyone drawing to a flush pay to get there.

As played the river is an easy fold, but don't play sets passively. I would have raised Pf too, but that's down to taste

BET OR CHECK-RAISE THE FLOP!!! You played this SUPER weak...

You have a great, but vulnerable hand here, and with that many people in the pot, you need to weed it out to see if somebody may have flopped the flush...You are playing SCARED here... i.e. you've got a 175BB stack and you want to protect it... Lead out for .5 - .6 here, A raise or a call at that point would tell you to slow down easily!!

I don't like the Check Call on the turn. IMHO, It's either AI or Fold here, and you've GOTTA lead out if you want to know where you are in this hand. You may be behind and have 10 outs to the river, or you may even be ahead and they are drawing with the K:diamond: or maybe some weird 2 pair. I don't give automatic credit for the flush at this limit... Let them 3-bet you to tell you sooner rather than later to fold...

Understand, I'm just trying to help. You spent $1.50 on this hand, and You probably could've spent just .75 to a $1 and gotten the same information earlier in the hand with a little aggression on the flop...

On the river, it's fairly obvious that the button has a flush, SB may or may not, my guess is AT or something stupid like that...

For sure play this more aggressively on the flop - a flopped flush is very unlikely so there is no need to play scared. I'd consider raising 99 preflop, although i don't hate the limp in a fishy game.

ditto sentiment on the turn. Raise and be looking to fill up on the river.