It seems there is some mix-up in the REG:
"When you set aside your opponent's card during a battle, after the battle you must put the set-aside enhancement with the card you set aside."
"The rulebook says that you must direct the effect of the set-aside ability to a character you own and currently control."
It seems that those statements contradict. The second says that you can't ever set-aside an opponent's guys, and the first says "when you do."
