catalog set : how to print a set's name

There used to be a feature which not only allowed but also even automatically printed the name of a set [within such brackets] when a header/footer line got defined in the print options. – This feature appears to got lost with any version after "iView MediaPro 3", like "Expression Media" (Microsoft) and "MediaPro" (PhaseOne).

I'd appreciate to use this feature again but don't know how to activate it. – Any hints?

Thanks and regards,
- thomas