Folding a set for the first time as preflopraiser.

[JMa]

Party Poker No-Limit Hold'em, $ BB (6 max, 6 handed) converter

BB ($1513.50)
Hero ($1585.50)
MP ($1049)
CO ($2068)
Button ($885)
SB ($1876.57)

Preflop: Hero is UTG with 3[img]/images/graemlins/club.gif[/img], 3[img]/images/graemlins/spade.gif[/img]. SB posts a blind of $5.
<font color="#CC3333">Hero raises to $40</font>, <font color="#666666">1 fold</font>, CO calls $40, <font color="#666666">1 fold</font>, SB (poster) calls $35, BB calls $30.

Flop: ($160) 9[img]/images/graemlins/heart.gif[/img], 4[img]/images/graemlins/club.gif[/img], 3[img]/images/graemlins/diamond.gif[/img] <font color="#0000FF">(4 players)</font>
SB checks, <font color="#CC3333">BB bets $100</font>, <font color="#CC3333">Hero raises to $400</font>, <font color="#CC3333">CO moves in for $2028</font>, SB folds, BB folds, Hero folds.

Final Pot: $2685

CO doubled up w/ a fastplayed set earlier. When I raised UTG w/ 33 I realized that flopping a set here may cause trouble. With those deepish (using online standards) stacks its gonna be hard to stack someone holding a high pair here. I think I will get stacked a lot here against a higher set.

Anybody fold preflop / just call the flop in order to keep the pot small?