To add a block set:

Go to the General tab in Options, increase the number of block sets by one, and click the Save Options button at the bottom of the page. Use the Move Set buttons at the top of the new block set to move it to the desired place.

To remove a block set:

Use the Move Set buttons at the top of the block set to move it to the end of the block sets. Go to the General tab in Options, decrease the number of block sets by one, and click the Save Options button at the bottom of the page.

Alternatively, you can just click the Reset Options to Defaults button for the block set. The options will be reset and the block set will no longer be active. You don’t need to remove it.