Given a collection C of weighted subsets of a ground set E, the set cover problem is to find a minimum weight subset of C which covers all elements of E. We study a strategic game defined upon this classical optimization problem. Every element of E is a player which chooses one set of C where it appears. Following a public tax function, every player is charged a fraction of the weight of the set that it has selected. Our motivation is to design a tax function having the following features: it can be implemented in a distributed manner, existence of an equilibrium is guaranteed and the social cost for these equilibria is minimized.