VX? Whoa. No wonder you have a problem. x.x
VX, as I've come to understand, is very limited in tilespace. Only 5 different sets, each of a limited size. There's a solution to help you, if you have the patience and are determined to use VX for this. You can always make the parallax out of the tileset you want to use, and build a transparent map off of it. I'm not exactly sure how you do this step-by-step, but I believe there are topics for it around somewhere.