Item Sets

I am fairly new to the game. A friend of mine got me started and has been a big help. I cannot get my item sets to work though. I have created 3 item sets that are set to specific champions and open to all maps. When I enter a game, the drop down arrow that is supposed to appear in the shop is not there. I have no access to the item sets I have created. Is there something I am doing wrong or is this a bug?