This should work

[Anonymous Monk]

use Set::Scalar;
use Set::Scalar::Valued;

$foo = Set::Scalar::Valued->new;
$foo->insert("bar", Set::Scalar->new);
$foo->value("bar")->insert("baz");

# But I get 'Can't call method 'insert' on unblessed
# reference at test.pl line 6.' What's the deal oh wise
# ones?

[chromatic]

I think you need to create your "bar" object explicitly before you insert() it into "foo". (An "unblessed reference" is something that you're treating as an object before Perl knows it's an object. See bless.)