Playing a set when the board looks worse an worse

[MrG]

What should I have done? Comments on all streets appreciated. Thanks

Party Poker No-Limit Hold'em (NL$25) <font color="#0000FF">(10 handed)</font> link

Hero ($29.70)
UTG ($26.15)
UTG+1 ($54.05)
MP1 ($41.50)
MP2 ($7.35)
MP3 ($24.25)
CO ($24.40)
Button ($16.25)
SB ($17.87)

Preflop: Hero is BB with 7[img]/images/graemlins/diamond.gif[/img], 7[img]/images/graemlins/heart.gif[/img].
<font color="#666666">2 folds</font>, MP1 calls $0.25, <font color="#666666">1 folds</font>, MP3 calls $0.25, CO calls $0.25, <font color="#666666">2 folds</font>, Hero checks.

Flop: ($1.10) 7[img]/images/graemlins/spade.gif[/img], Q[img]/images/graemlins/spade.gif[/img], J[img]/images/graemlins/heart.gif[/img] <font color="#0000FF">(4 players)</font>
<font color="#CC3333">Hero bets $1.00</font>, MP1 calls $1.00, MP3 folds, CO folds.

Turn: ($3.10) 9[img]/images/graemlins/heart.gif[/img] <font color="#0000FF">(2 players)</font>
<font color="#CC3333">Hero bets $2.00</font>, MP1 calls $2.00.

River: ($7.10) T[img]/images/graemlins/heart.gif[/img] <font color="#0000FF">(2 players)</font>
<font color="#CC3333">Hero bets $4.00</font>, <font color="#CC3333">MP1 raises to $10.00</font>, Hero folds.

Final Pot: $21.10.