How to set yogurt so that it doesn't get watery?
Many of the commercial yoghurts use stabilizers like pectin to prevent the yoghurt from separating during transport.  All fruits naturally contain pectin (some more than others), so one option, if you are making your own yoghurt at home, is to add some fruit to it.  Here in the US, supermarkets carry small bags of dry pectin powder; if you can get some of that, you could try adding it to your yoghurt.

Another option is to initially heat your milk to 85°C for a half hour before cooling it and adding your yoghurt starter.  This heating serves two purposes: (1) it gets rid of some of the excess moisture through evaporation, and (2) the heating will denature (i.e., stretch out and relax) some of the milk's proteins.  Denatured proteins will be able retain more of the liquid that is in the final product.

Finally, you can add powdered milk to the mix (about 125ml of powdered milk per liter of milk).  Powdered milk is basically just milk protein, so the added protein will help contain some of the final liquid.