Hi Maria,
as the post is pretty old I assume you have solved your problem already, so I just reply for those who are facing the problem right now.
If you have a business function set active on your system, it won't let you switch to another business function set as only one business function set can be active.
To activate your own business function you have to create an own business function set via transaction SFW3 or SE80. In this business function set choose the “business functions” tab and assign your business function that you want to activate. Then choose the “business functions sets” tab and under “Higher-level business function sets” assign the business function set that is already active on your system, e.g. DIMP.
In transaction SWF5 your business function set now should appear in the list and you can activate your business function.
Maybe you can assign your business function directly to the active business function set (e.g. DIMP) without creating an own business function set, but I haven’t tried that.
Best regards
-Christian