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Set to ease doesn't really qualify as an expression. You may have in mind the common expression set at ease. It means to bring calm or less worry and anxiety to a situation.
"I think I can set you at ease concerning your financial troubles. You have just inherited a million dollars!"
"I would like to set at ease your fears about this new government regulation. Please call me for information."
Best thing to do is provide the sentence in which you are trying to establish its meaning. "Set to ease" is perfectly ok to use, in the manner that Boothling describes, as long as that is the use you're looking for. But it really is not an "expression".
In what sentence or paragraph did you come across the phrase "set to ease"?
Set to ease 
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