UB 5/10 NL Misplayed set?

[MediaPA]

I'd just joined the game like 20 hands earlier. I still didn't have much of a read on anyone at the table. I bought in for 500.

Ultimate Bet No-Limit Hold'em, $10 BB (5 handed)

SB ($1727.50)
BB ($750)
UTG ($1866.25)
MP ($1000)
Hero ($460)

Preflop: Hero is Button with 8[img]/images/graemlins/club.gif[/img], 8[img]/images/graemlins/heart.gif[/img].
<font color="#666666">2 folds</font>, <font color="#CC3333">Hero raises to $35</font>, <font color="#666666">1 fold</font>, BB calls $25.

Flop: ($75) 8[img]/images/graemlins/diamond.gif[/img], J[img]/images/graemlins/heart.gif[/img], 10[img]/images/graemlins/spade.gif[/img] <font color="#0000FF">(2 players)</font>
BB checks, Hero checks.

Turn: ($75) 6[img]/images/graemlins/club.gif[/img] <font color="#0000FF">(2 players)</font>
<font color="#CC3333">BB bets $25</font>, <font color="#CC3333">Hero raises to $150</font>, BB calls $125.

River: ($375) 4[img]/images/graemlins/club.gif[/img] <font color="#0000FF">(2 players)</font>
BB checks, <font color="#CC3333">Hero bets $275 (All-In)</font>, BB calls $275.

Final Pot: $925

After I hit the set, I was trying to get my stack into the middle. Looking back at it, I didn't like the way I played the hand much. What would have been a better line to get my money in? What river cards would you check through if given the opportunity?

[Yeti]

Bet the flop!

There are 12 cards which you absolutely hate to see on the turn.