The Mountain King's set is an armor set specific to the Forged. The set consists of six armor pieces: head, chest, hatch (legs), shoulders, gloves, locomotion (boots), that must be equipped at the same time. It is unlikely you will acquire a full set prior to finishing the game or reaching level sixty. Farming levels in Fazeer's Dun'djinn (the end game) that give a +50% gear luck modifier will be your best bet in finishing up the set. Set pieces can be acquired through the gambler.