tried that method and it didn't seem to auto create an all in one folder... Whats your workflow on this? It seems that you have to manually create a folder out side of ableton (in the finder), save the song into this folder, than do the collect all function.
is that right?
it will try to save a set into the most recent Project folder...so if you want all the sets separate, when you get to the window showing where to put the .als, go out of the project folder by one level and save
personally, i set a folder for each month, save each set in there, always collecting all and saving when i exit live