Defo set up... when they did the one in Dundee, the producers rang a community centre that my sister occasionally works in to ask about what they did etc.. and they weren't trying to hide the fact that they were calling about the secret millionaire.
The example with the youths makes it obvious, if some posh guy asked a bunch of youths in a really shite part of town what the area was like then he'd likely get mugged or stabbed in real life.
Cheers,
Grant