If you want to train for halter, touch your horses legs.
If you're training for showmanship, do NOT. You CANNOT touch your horse in showmanship, so having a 'fall back plan' is necessary. If you're not training for either... then I have no idea why you're training your mare to do something like this. XD I hate training them to set up. It's so boring and repetitive. Here is how top showmanship horses are trained:
Pick a 'set' back leg. Most pick the left, because that is the leg the horse pivots on. That's the leg that NEVER moves... move the right hind up or back to match the left. Pull low on the lead rope, forward or back, to get her to move the right hind, and reward as quickly as possible when that leg moves. Ignore the front, for now. Once your horse sets her back legs, say 'whoa' to reinforce, and move to the front.
Set from left to right or right to left, but keep it consistent so your mare learns faster. To set the left, pick the lead rope up and towards the left (if you're facing your horse, which you should be to set up), and then pull up or back. To set the right, pull the lead rope to the right, and do the same. If she moves her back, you can ignore it for a bit whilst she understand to move her front feet... if she continues, you could back her into a stall (or an arena corner) so keep her back feet from coming forwards. It's something that usually goes away with time.
But like LadyDreamer said, set your horse up EVERYwhere, and eventually, she'll do it as soon as you ask.