Flickr has added a new feature
that allows Flickr users to organize pictures from their photo sets. These sets within sets are called collections. The collections are represented by a mosaic icon. That's an example of a collection on the right. You can see a few more here
collections are only for pro-users.
Flickr collections visually differentiate themselves from Flickr sets by using the mosaic-style icon you see in the screenshot above. Unfortunately it looks like collections are Flickr Pro-only, though any plain old Flickr account holder knows you don't get enough sets with you free account to have much of a need for collections anyway.
Flickr's launch of collections a way to "make ammends" with Flickr pro-users. More discussion here