Mark a series of lines in a wood and thickness you would normally use...but I like using something around 18 mm. Take a test cut trying not to stear the saw and note if it is wandering to either side of the line. If there is a great amount of set, this probably will not work so well. But if there is only a modicum of set, it will show if one side is set heavier than the other.
If the saw is drifting to one side of the line, lightly (don't press hard) stone the side it drifts to. Start at the heel and slide the stone to the toe. Test cut again and see if that corrects the drift issue. If not, try once more.
If it now cuts straight (or did to begin with), lightly stone both sides. Test cut. If still too much, lightly stone it on both sides again.
The important parts are using woods you normally use (Oak/Pine/Poplar need a touch more set than Mahogany/Maple/Sapele)...and test cutting. Really, you cannot test cut too much. Stop stoning perhaps before you are completely happy and use the saw. You can always stone some more later.
And...purchase a saw set. You will need it sooner than later. While you are at it, pick up a file or two appropriate for your saw. Tools for Working Wood and Lee Valley have the blue Somax set for little money. The files can be bought via Mike Hancock at Classic Handtools.
Take care, Mike