Unfortunately, there are no perfect ways of doing this. As I have tested at least. The link # posted will do most of what's needed. But it's a bit of a hazzle of setting up and maintaining.
I hope that JRiver will one day be able do this automatically for box sets. By adding for instance a library field like "Box Set Name" to the library, and collecting this info from the users, we could get a pretty much fully automatic way of adding movies to the same series or box set. Only other thing that probably need tweaking is to include the Box Set grouping in the default views.
Today the info panel is only shown if you are at the bottom level where the files are. So, the small info pane do not work today, with the suggestion given above. So, another thing that could need improving is to add some info on the info panel. Even for Box Sets. Like box set summary. This is also things that could be added by users. As well as calculation of numbers of movies and so on.