Select F2, place items in slot (drag/drop) or double-click. Selectd a different set (F1,F3 or F4) and do the same.
Now when you select the various sets (F1-4), your selection will change.
so after i check to enable all the weapon sets - i have to hit the appropraite F key to make it active so i can then place items into the weapon set - thx so so much