WordNet (r) 3.0 (2006):

set about
    v 1: begin to deal with; "approach a task"; "go about a
         difficult problem"; "approach a new project" [syn: set
         about, go about, approach]
    2: enter upon an activity or enterprise [syn: undertake, set
       about, attempt]
    3: take the first step or steps in carrying out an action; "We
       began working at dawn"; "Who will start?"; "Get working as
       soon as the sun rises!"; "The first tourists began to arrive
       in Cambodia"; "He began early in the day"; "Let's get down to
       work now" [syn: get down, begin, get, start out,
       start, set about, set out, commence] [ant: end,
       terminate]

Moby Thesaurus II by Grady Ward, 1.0:

69 Moby Thesaurus words for "set about":
   accept, assume, attack, attempt, begin, blast away, blast off,
   buckle to, commence, dive in, dive into, embark in, embark upon,
   endeavor, engage in, enter on, enter upon, fall into, fall to,
   get busy, get cracking, get going, get to, get under way,
   get with it, go about, go ahead, go at, go in for, go into,
   go to it, go upon, have at, head into, hop to it, jump off,
   jump to it, kick off, launch forth, launch into, lay about,
   light into, move into, pitch in, pitch into, plunge into,
   proceed to, sail into, send off, set at, set forward, set going,
   set in, set out, set sail, set to, set to work, start, start in,
   start off, start out, tackle, take off, take on, take up, turn to,
   undertake, venture upon, wade into