In that case:
Place the effect manager above the shape shift script in the script editor.
Make a new actor that represents what you want to transform into
Then in the note tag box of the "Transform" skill place:
<eff: shape_shift, The New actors ID, true if you want your equipment to change, and true if you want your skills to change>
Example: The demon you want to transform into is Actor 7 in the actors tab, and you want to keep the same equipment but change skill sets:
<eff: shape_shift 7 false true>
Put that tag into the notebox of the skill to transform, then when you use that skill, you should transform into actor 7.
Edit: I'm sorry, it's early here, and I'm half-awake,
Make a new state called "Transform".
Make a new skill and make it's scope, the user and it's effect to add state "transform"
Put the tag in the state's notebox, not the skill's.