You can add properties to categories: http://developer.apple.com/library/ios/#documentation/cocoa/Conceptual/ObjectiveC/Chapters/ocAssociativeReferences.html
Here is another example:
How to add properties to NSMutableArray via category extension?
But
Be aware that you will be responsible to observe changes (e.g. via KVO) to the initial coredata NSSet property.
So if changes occur you have to "recalculate" your property properly...
If your target was iOS 5.0 or higher, I would recommend to use Ordered Sets, but due to the fact that you are not, I could imagine using the way described in the links above