1. A cosmetic composition, comprising, in a cosmetically acceptable medium, at least one anionic fixing polymer derived from acrylic or methacrylic acid and at least one oxyalkylenated silicone of formula (I):   wherein: -R1, which is identical or different, represents a hydrogen atom, a linear or branched C1-C30 alkyl radical or a phenyl radical; -R2 which is identical or different, represents -(CxH2x)-(OC2H4)a-(OC3H6)b-OR3, -R3 which is identical or different, represents a hydrogen atom, a linear or branched alkyl radical having from 1 to 12 carbon atoms or a linear or branched acyl radical having from 2 to 12 carbon atoms; - n ranges from 100 to 1000; - p ranges from 1 to 8; - a ranges from 0 to 50; - b ranges from 0 to 50; - a+b is greater than or equal to 1; and - x ranges from 1 to 5; wherein the number-average molecular weight is greater than or equal to 15,000. 2. A composition according to Claim 1, wherein said oxyalkylenated silicones of general formula (I) satisfy at least one of the following conditions and preferably all of them: - R1 represents a methyl radical; - R3 represents a hydrogen atom, a methyl radical or an acetyl radical and preferably hydrogen; - p ranges from 2 to 6; - a ranges from 5 to 40; and preferably from 15 to 30; - b ranges from 5 to 40; and preferably from 15 to 30; - x is equal to 2 or 3; - n ranges from 200 to 600, preferably from 300 to 500. 3. A composition according to any of Claims 1 to 2, wherein a number-average molecular weight ranges from 25,000 to 75,000. 4. A composition according to any of Claims 1-3, wherein said anionic fixing polymer(s) is(are) present in concentration ranging from 0.1% to 20% by weight, preferably in concentration ranging from 1% to 10% by weight with respect to the total weight of the composition. 5. A composition according to any of Claims 1-4, wherein oxyalkylenated silicone(s) is(are) present in concentration ranging from 0.001% to 10% by weight, preferably in concentration ranging from 0.005% to 3% by weight. 6. A composition according to any of Claims 1-5, wherein said anionic fixing polymer is selected from: (A) a homopolymer of acrylic or methacrylic acid or one of their salts; (B) a copolymer of at least one acrylic and/or methacrylic acid with at least one monoethylenic monomer such as ethylene, styrene, a vinyl ester, an optionally N-substituted acrylamide or methacrylamide, an acrylic or methacrylic acid ester or vinyllactam. 7. A composition according to any of Claims 1-6, wherein said cosmetically acceptable medium comprises at least one C1-C6 alcohol. 8. A composition according to any of Claims 1-7, which is in the form of a gel, a milk, a cream, a dispersion, a thickened lotion or a foam. 9. A composition according to any of Claims 1-8, wherein said composition is a product for styling, for form retention of a hairstyle or for hair shaping. 10. A composition according to any of Claims 1-9, which is packaged in the form of a vaporizer, a pump-action spray, a spray aerosol container, a lacquer or a foam. 11. A composition according to any of Claims 1-10, further comprising a propellant. 12. A composition according to Claim 11, wherein said propellant is present in an amount ranging from 10% to 90% by weight with respect to the total weight of the composition. 13. A process for the cosmetic treatment of keratinous substances, in particular hair, said process comprising the step of applying to said keratinous substances an effective amount of a composition according to any of Claims 1-12.