To combine and merge multiple sets to study at once, click the “Combine” link on one of the specific set’s main page:

You will be directed to the “Combine Sets” page, where you can add more sets to your combination. Just click the plus sign next to each set you would like to combine. Note that you can only add sets that you have created or added to your favorites.

You can then choose how you would like to study with this combined set list from the pull down menu:

You can choose Learn, Test, Play Scatter, Play Space Race, Print term list or Print flash cards. You can also choose Export, which allows you to create a new permanent set with all of the terms from the sets you have chosen to combine (this is the only way to use the familiarize function for a combined set).
Just click the "Go" button to start studying your new combination set!
Right now, there isn't a way to delete a combination. We're working on it!