Just a question, what size was the USB that was used? Inspect what was written to the USB drive to see just what is there. You could try to validate the contents by starting the Recovery Manager to see what it reports with the USB drive as the first disk. If you are worried about overwriting the hard drive, put a new similar drive in to take the original drive's place and see what happens. My guess, since I have not heard this scenario before, that it might just be OK as the Manager that started the process should have known the size of the USB drive before the process started.
Depending on the outcome of the experiment or nonconfidence in the set created, order a set from HP or from Computer Surgeons.
On the other question "if it isn't a good set, how do I create a new one?" It will only allow the set to be created one time. Since it reported the set was created, you are done with the ability.