Find "Settings"
Press Messaging.
Press the Menu key.
Press Settings.
Turn on notifications
Press Notifications to turn on the function.
When the box next to the menu item is ticked (V), the function is turned on.
Select message tone
Press Select ringtone.
Press the different message tones to listen to them.
Once you've found a message tone you like, press OK.
Exit
Press the Home key to return to standby mode.