I can not find any information on the multiboot kernel. When I try 'module /wenv' it complains 'error 20: Multiboot kernel must be loaded before modlues'. My grub4dos does not have 'insmod' but it has 'module'. I have reasearched and believe that the 'set' command comes from wenv from grubutils. When I run a menuitem that uses 'set' I get the error. I use 'linux /grub.exe -config-file=mymenu.lst' to pass controll to grub4dos.
I have a 0.4.4 grub.exe I got from a MultiBootUSB 4.7 disk. I could not get the latest from git to configure on my ubuntu precise machine. The download page shows 0.4.4 deing the latest but that is from 2009. Maybe I just need to get a later version. 'set foo='hi'' results in 'error 27: Unrecognized command' error. My grub4dos USB stick does not recognize the 'set' command.