How do I transform GPX files?

So, using the 10.1 ArcMap, I can easily import GPX files. But I can't get them to transform. I've tried specifying the transformation on the import window, but that didn't work. I've tried just specifying a new projection, but that didn't work. Help claims that there's some "Transform" command somewhere for this, but I spent about two hours searching for this command and couldn't find it (why does ArcView help always say that there's useful utilities, but will never tell you where to find them?). I want to set them to NADS 1983 Ohio South - US foot.