I do that by my menu's toolbar:
**ARCH_SSET
[_Toolbar("Selection Set", _Floating, _hide, 225, 200, 1)]
[_Button("Selection Set A", ARCH_SELECTA, ARCH_SELECTA)]^p(if (/= sela nil)(setq sela sela)(progn (setq sela (ssget))+
(ARCH:ChangeBitmap "ARCH" "Selection Set" "Selection Set A" "ARCH_SELECTAX")));
[_Button("Selection Set B", ARCH_SELECTB, ARCH_SELECTB)]^p(if (/= selb nil)(setq selb selb)(progn (setq selb (ssget))+
(ARCH:ChangeBitmap "ARCH" "Selection Set" "Selection Set B" "ARCH_SELECTBX")));
//[_Button("Selection Set C", ARCH_SELECTC, ARCH_SELECTC)]^p(if (/= selc nil)(setq selc selc)(progn (setq selc (ssget))+
//(ARCH:ChangeBitmap "ARCH" "Selection Set" "Selection Set C" "ARCH_SELECTCX")));