If your are using XL2007, then
=SUMPRODUCT(--('Transaction DB'!J:J>=DATE('Set Date'!$D$2,'Set Date'!$B$2,'Set Date'!$C$2)),--('Transaction DB'!J:J<=DATE('Set Date'!$D$4,'Set Date'!$B$4,'Set Date'!$C$4)),--('Transaction DB'!D:D=A5),'Transaction DB'!$AD:$AD)
otherwise you need defined ranges, not whole ranges...
e.g
=SUMPRODUCT(--('Transaction DB'!$J$1:$J$100>=DATE('Set Date'!$D$2,'Set Date'!$B$2,'Set Date'!$C$2)),--('Transaction DB'!$J$1:$J$100<=DATE('Set Date'!$D$4,'Set Date'!$B$4,'Set Date'!$C$4)),--('Transaction DB'!$D$1:$D$100=A5),'Transaction DB'!$AD$1:$AD$100)
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