I'll take a try at this...

1. Call. You will have poor position, but if you hit a set you will get paid off. If low cards come you can bet it out, and get called by the top pair on the board.

2. Fold. The UTG player probably has a good hand, and there is a chance that he will re-raise, so you are paying 4 bets to hit your set, because a set is what it's gonna take.

3. I thought raise at first, but then I decided to just call. You will get paid off if you hit your set.