The Complete Strength Workout is periodized, so that your body will have six weeks to learn the movements and exercises. This is intended to force your muscles to react to the stimulus (the workout), and therefore to grow stronger and increase in size. In order for this to happen, we need to vary the workout so that your body experiences enough variation to force adaptation. For this workout, sets are the variable term—so it is very important that you follow each exercise's recommended sets.
There will be times during the workout when it will be tempting to modify the set numbers, but doing so will reduce the efficacy of the program. In the fifth and eleventh weeks, for instance, you will be dropping down to two sets in order to give your body an active rest. This is because you will be jumping up to four sets in the following weeks to finish out the six-week cycles. Do not push through four sets in weeks five and eleven—instead, allow your body to recover in these weeks with fewer sets so that you can push harder in the final weeks (six and 12). This will give you a better muscle response to the workouts.
There is one circumstance in which you will choose the sets yourself. In weeks one and seven, the sets column will offer you an option of two or three sets. Here you need to evaluate your own strength, and decide how much you can push. If you are more of a beginner and are finding the movements difficult, start with two sets in these weeks. If you are more advanced and want a tougher workout, go for three sets in weeks one and seven.