haystack = "Random permutations without repetitions<br/>Your random numbers are: <br />Set 1: 4, 5, 1, 3, 6, 2<br />Set 2: 6, 4, 3, 2, 1, 5<br />Set 3: 5, 6, 3, 2, 1, 4<br />"
n = 3
sets := []

Loop, %n%
{
    If p := RegExMatch(haystack, "(?<=Set \d:)(.*?)(?=<)", match)
        Sets.Insert(match)
}

msgbox % sets[1]
msgbox % sets[2]
msgbox % sets[3]