That's not the type of set he's talking about. >_>
He means a secondary weapon/shield slot that you could switch to by hitting a hotkey. Say you're in a fight and you're 2h slasher isn't doing any damage and you need to switch to an elemental sword or something, you could have one set as a secondary and just hit a key and it would equip your secondary weapon, then hit the key again to swap back to you're primary. This is an option in pretty much every hack and slash that's come out since D2, so it's strange this game doesn't have it. But you can pause and switch weapons at any time, so it's not really needed.
