The first step in creating a custom problem set is to create search and ordering criteria that you would like to have used in your custom set. Once the search and ordering criteria are set, you can use the "Search" button to check which problems will be included in your set, and the order of those problems (where ordering has been requested). If you are satisfied with the results shown, you can then use the "Create Set" button to turn the search into a custom set. Choose a name for the set (preferably something that helps you to remember the criteria for the set), and click the "Create" button to confirm the creation of the set.

Once you have created a problem set you need to choose it as your current problem set in order to use it. Go to preferences (the link next to the logout button in the top right hand corner of all pages except the forum). and under the problem set selection folder (there is one for both tactics and endgames) you'll have a personal folder which holds all your custom problem sets, click on the one you want to use, save your preferences and then the next problem you get will come from that set.