We report on Very Large Array observations in the direction of the recently discovered slow X-ray pulsar AX J1845-0258. In the resulting images, we find a 5&arcmin; shell of radio emission; the shell is linearly polarized with a nonthermal spectral index. We classify this source as a previously unidentified, young (<8000 yr) supernova remnant (SNR), G29.6+0.1, which we propose is physically associated with AX J1845-0258. The young age of G29.6+0.1 is then consistent with the interpretation that anomalous X-ray pulsars (AXPs) are isolated, highly magnetized neutron stars ("magnetars"). Three of the six known AXPs can now be associated with SNRs; we conclude that AXPs are young ( less, similar10,000 yr) objects and that they are produced in at least 5% of core-collapse supernovae.