dcopple:
I downloaded Montana tile 3440.sid file, set my ArcGIS Explorer 2D coordinate system to NAD_1983_HARN_StatePlane_Montana_FIPS_2500, added the 3440.sid raster to AGX and it fell perfectly into place on the map. It also falls into place correctly when my AGX map coordinate system is set to WGS_1984_Web_Mercator_Auxiliary_Sphere.