In these cases, where the term is made up of a combination of a simple verb (set, break, shut, log) plus a preposition (in, up, down, out, off, etc): if it's a verb, it's two words. If it's a noun, it's one word.

Another way to look at it: the verb doesn't magically grow together and apart if you use it in different tenses (past, present, future). "I am setting up" (present) is two words - therefore the "set up" in "I set up a script yesterday" and "I did not set up" also needs to be two words.