From the set's page, click on the "Update your Collection" button. On that page, unopened material has its own little link in the right hand side bar, tucked in between your collection statistics and the color definitions. It is easy to miss it over there if you are expecting it to be an option in the drop-down menu.
-Tom
Ted Musgrave card collection 98.9% Complete: Cards Known: 1013, Cards Owned: 1002
I prefer the company of people who disagree with me for the right reasons over the company of those who agree with me for the wrong reasons.