Support Personal message alert tone

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http://androidforums.com – I would like to put a personal message alert tone on my HTC Desire C phone. When I sync my phone to my computer, the files that show up are; Android, DCIM, Download, and LOST D.IR. After tinkering a bit, I was able to put the music on my phone but it would only be set to a ringtone. Where as I want it set to a message alert. Is there a way for me to do this? Do I need a SIM card? I think I only have a SD card. I'd really like to be able to have personal message alert tones on my phone but don't know how to do this. (General)