Find "Notifications"
Press the message icon.
Press the menu icon.
Press Settings.
Press Notifications.
Turn on notifications
Press Received notification until the display tells you that the function is turned on.
Turn on message tone
Press Play notification sound until the display tells you that the function is turned on.
Select 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.
Return to the home screen
Press the Home key several times to return to the home screen.