OK, here's what you do:

You add the box set by its UPC. When it says "did not find" you add it anyway (make sure you select the correct country when it asks you for it). Then you need to enter all the data by hand, such as title, production year of the first movie and so on.

You say the individual DVDs are not in their own cases but you found them in the database anyway. How did you find them? Did you do a title search? Because when you say they are not in individual cases, I assume that they don't have UPCs of their own?

What you can do is this: Use the profiles you found in the title search and add them to you collection. Now select each one individually and put the disc into you disc drive. Now go to the menu DVD -> Change UPC / Locality.

Now set the profile's ID to that of the disc in your disc drive and also make sure that the country is correct.

When you've done that you edit the box set parent profile again and now you go to the Box-set contents section of the profile and assign all the children.

Done :-)

OK, before I go to the next step, I selected each title that I added to my collection, then inserted the DVD into the disc drive. I got a message that said "Inserted DVD not recognized, add manually?" I chose no. When I looked at Change UPC locality, locality was correct, UPC showed as the one I had originally chosen from the title search.

Should I have chosen yes to add?