ok first off you don't have to create a new UV set each time you want to UV map something... it's just not necessary.

let's start from the beginning.

1.) create a polygon sphere

2.) in hypershade (or multilister, whatever...) create blinn shader

3.) assign blinn shader to sphere

4.) while sphere is selected, go polygon UVs-->automatic mapping

5.) open the UV texture editor. if your sphere is still selected you should see your sphere 'taken apart'.

6.) in UV texture editor, go Polygons-->UV Snapshot, save as something other than jpg, and open in photoshop for editing (create a new layer, put it below your wireframe snapshot, and change the wirefram snapshot to 'screen')


if you can't get this far let me know.