This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
Java api has some Set implementation[like HashSet,TreeSet] .there is also method called addAll for your union function. you dont need to implement your self.
what is MySet which in your code? you mean Test right?. apart from this if you want to implement Set data structure yourself. then you need to google much first