John,
What device are you trying to configure, I read your message as saying you are trying to make a VPN to a remote PIX. But I'm sure the PIX only supports IKE main mode, not aggressive mode.
If its a PIX then the transform set is applied as shown in this configuration snipit.
crypto ipsec transform-set VPN-CLIENT esp-aes-256 esp-md5-hmac
crypto dynamic-map CLIENT-MAP 10 set transform-set VPN-CLIENT
crypto map VPNMAP 10 ipsec-isakmp dynamic CLIENT-MAP
crypto map VPNMAP interface outside
Andy