Here's another work around for sets, albeit way more complex:
1. Go to magic.tcgplayer.com and use the "Cards" dropdown menu. Click on the set you wish to import. You'll get a price list that is alphabetized.
2. Click on the link for a Printable Price Guide.
3. Highlight all of the cards in the grid. Copy and paste that into an Excel spreadsheet. I used Excel, but other programs that have decent functions will work.
4. After you get your spreadsheet populated, insert a column before column A.
5. In the first cell, put a "4". Using the drag-to-fill, pull down the entire column to the last card. This will get you a "4" for each column.
6. In the first empty column after the cards (for me this was column J), use the following formula: "=CONCATENATE(A2, " ", B2)". You don't want the quotes around the function name. Also note that the middle quotes have a space between them. This is necessary.
7. As in step 5, use the drag-to-fill all the way down column J. This will get you a list of cards that can be imported into deckbox. An example of what each column should look like: "4 Afflicted Deserter".
8. Select all of column J (or the column with your cards and the 4 in front). Paste that into a new deck in your inventory through the add cards interface.
9. Voila! You now have a deck that serves as the entire set you selected!
I did this for all of current Standard (SOM, MBS, NPH, M12, ISD and DKA as of the time of this post). As I enter and remove cards from my inventory, I can see what I need if I'm looking to complete playsets of anything from a particular set.
I haven't seen a good way to export a deck as CSV which would allow me to filter in Excel the cards that I need. Instead, I just add missing cards to my wishlist, then export that to CSV and filter in Excel. Makes it really easy when you go to a card shop to dig for commons or uncommons. Another way is to take the exported wishlist, use that CONCATENATE function in Excel, then paste that column into TCGPlayer's Mass Card Entry. Optimize the cart for few retailers to pay shipping on!
Hope this helps a few people out there.