A "set" is a division of a gang, so in this song, Cypress Hill is encouraging gang members to throw their hand signs and represent. The group formed outside of Los Angeles, and their rappers B-Real and Sen Dog were members of the Latino Bloods, a set of the Bloods. The song, though, doesn't make specific reference to that gang.
Gang life is a topic Cypress Hill hit on a lot in their songs, dating back to their first single, "How I Could Just Kill A Man." B-Real was shot by a rival gang member when he was 17. The bullet punctured his lung and came close to his heart.
"Throw Your Set In The Air" was the first single from Cypress Hill's third album, Cypress Hill III: Temples of Boom. The song charted at #45 in the US and the album went Platinum, but by this time, gangsta rap was on the wane. The group's peak was in 1993 with their previous album, Black Sunday, which sold 4 million copies and included the crossover hit "Insane In The Brain."
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