I implemented a function in order to remove a element from a set and create a new set.
(define (remove-element-from-set e set)
(let cloop ((s '()) (ls set))
(cond ((null? ls) s)
((equal? (car ls) e)
(cloop s (cdr ls)))
(else
(cloop (append s (list (car ls))) (cdr ls))))))