run: When creating an empty set, ask user to verify input

This is a solution for issue #176.

If you did type a test name that is not available for
the guest type you want the test to run, explain
carefully to the user that he/she needs to double
check the input, explaining some common mistakes.
Signed-off-by: NLucas Meneghel Rodrigues <lmr@redhat.com>