I am not 100% sure because my interface with the site will look different from yours due to permission levels but....navigate to the inserts/related sets page. Scroll to the bottom and there should be a green button that says add an insert set. If you have the proper permission levels you should be able to enter it there. If not you should be brought to a page where you can input the missing info to have the set added. Make sure you include a FULL checklist in the info section or it can't be added until that is tracked down.
Hope that helps
