One way of defining a mental set is the tendency to approach situations in a certain way because that method worked in the past. However, you can also think of a mental set as a part you play on a normal basis…and you are a very good actor! If you believe strongly enough the good things will happen to you, then you will probably act more positively than others and therefore have good things happen to you as a result.
Example: A child opens the door to a store by pulling on it. He later insists on pulling the door handle of any similar-looking door to open it, and is puzzled that some of them must be pushed instead.
One of the best resources I have found regarding the mental set is here: http://spaz.ca/aaron/billious/RCYS/Chapter12.html