Flopped set goes awry

[GrunchCan]

Party Poker 2/4 Hold'em (10 handed) converter

Preflop: Hero is Button with 3[img]/images/graemlins/heart.gif[/img], 3[img]/images/graemlins/diamond.gif[/img].
<font color="#666666">1 fold</font>, UTG+1 calls, UTG+2 calls, <font color="#666666">3 folds</font>, CO calls, Hero calls, SB completes, BB checks.

Flop: (6 SB) 5[img]/images/graemlins/club.gif[/img], 7[img]/images/graemlins/heart.gif[/img], 3[img]/images/graemlins/spade.gif[/img] <font color="#0000FF">(6 players)</font>
SB checks, BB checks, UTG+1 checks, <font color="#CC3333">UTG+2 bets</font>, CO folds, Hero calls, SB calls, BB calls, UTG+1 calls.

This flop didn't look too threatening to me, so I decided to not try to protect. Good/bad?

Turn: (5.50 BB) 2[img]/images/graemlins/club.gif[/img] <font color="#0000FF">(5 players)</font>
SB checks, BB checks, UTG+1 checks, <font color="#CC3333">UTG+2 bets</font>, <font color="#CC3333">Hero raises</font>, SB calls, BB calls, UTG+1 folds, <font color="#CC3333">UTG+2 3-bets</font>, Hero calls, SB calls, BB calls.

River: (17.50 BB) 9[img]/images/graemlins/club.gif[/img] <font color="#0000FF">(4 players)</font>
SB checks, <font color="#CC3333">BB bets</font>, <font color="#CC3333">UTG+2 raises</font>, Hero...?

[RichHarden]

I think you gotta raise this flop so that gutshots and backdoor flush draws fold. Don't let longshot draws in cheaply.