1. Create a new empty SharePoint 2010 project in .NET
2. Add a new EventReceiver to the Project
3. Select the type: Listselementevents
4. Select the Element: your List
5. Select the Events you want to handle.
Implement the code to copy a documentset (did I said, you should never do this ? By the way you mustn't believe me, but read about document handling in SharePoint, there you will read, that I'm right - but it's your decision)