I'd say they can compel you to their agenda. The general notion (presented on YS158) is that a character's powers must tie back to that character's high concept - so that sponsor can easily compel your "Winter Changeling" or "Emissary of the Nine Hills" or whatever aspect you've got. I'd also refer you to YS288, where it says that compels from debt will push you to act in accordance with your sponsor's agenda.
And even if you're working with a temporary sponsored magic (like, say, trying to use a book of kemmlerian rituals to tear apart a black court vampire), and thus don't have a relevant aspect of your own, you've still got a compel coming that will push you towards the sponsor's agenda (in this case, Death) - worst comes to worst, you'll just end up with a shiny new temporary aspect you didn't want (like, say, Marked By Death), and a corresponding compel on that.
