Like it was said, never ask for a set during the race. They are busy racing. Be curtious and wait for the end of the race.....
<Name> - Mind if I try out your set please?
All - Anyone mind sending me a set for xxx (insert car)
<Name> - Nice time, can I try out the set please?
During race: I need set!
You can clearly see the difference in the statements above, the first three asking in a respectful way. More than likely, the first three would result in receiving a setup from someone of this generous community.
Note that if someone doesn't send you a set right away, perhaps it is because they didn't notice you ask because of all the other chat. Don't get irate about it if it appears someone ignores your request.
Some reasons that someone may not send a set is, of course, you didn't ask politely. But also, as someone else stated, it is a team set. Or it could be that they just received it from someone as well. If I had received a set from someone on the server earlier, I will state that and allow that person to send it as they might not just give it out to just anyone. Also remember, "Send set!" is a demand and not only would one not wish to send it to someone like that, but if it is just general chat to everyone, you did not tell what car you are using, thus no one would know if it would help you anyways.