Find "Settings"
Press the menu icon.
Press Messaging.
Press the menu icon.
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.
Choose 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 icon to return to standby mode.