Find "Notifications"
Press All apps to open the main menu.
Press Messages.
Press the Menu key.
Press Settings.
Press Notifications.
Turn on notifications
Press Received notification to turn on the function.
When the box next to the menu item is ticked (V), the function is turned on.
Turn on message tone
Press Play notification sound to turn on the function.
When the box next to the menu item is ticked (V), the function is turned on.
Choose message tone
Press Notification sound.
Press the different message tones to listen to them.
Once you've found a message tone you like, press Apply.
Exit
Press the Home key to return to standby mode.