I just installed the userforms module. So far, so good. I don't know if I am missing something but I don't see an option for creating fieldsets. Is this what the HTML Block option is for? (adding code between the fields in the form).
There isn't an option for creating fieldsets. Doing nested fields could get quite tricky so I left it out. I haven't had a project require it yet so just avoiding it. I suggest just using a header field to 'group' fields.
HTMLBlock can be used for inserting any html you want to in the form.