Loading ringtones is fairly simple depending on what you want to do...use pre-exisiting tones you have, or downloading tones from elsewhere....
Tones you have from another phone can be done this way:
1) Plug the phone in via USB
2) Select USB Mass Storage by dragging down the Notification Bar and tapping USB
3) Once the SD Card is mounted (folder should open on the PC automatically), navigate to the Media folder on the SD card
4) Open Media folder and create a folder named Ringtones (if its not already there), and proceed to copy/paste your old ringtones into that folder
5) Once you have the tones copied over, reboot the phone(turn off/on)
6) Now, open a Contact, press the Hard Menu button on the phone(4 squares) and select Edit.
7) Scroll down to Additional Info, select the Arrow to open more Info Items, then select Ringtone.
8) Choose MP3 from the choices, then navigate to the Media/Ringtone folder and select the file you want to use.
9) Once completed, clcik "Save" on the Contact Edit screen and the tone should now be set for that contact.
Downloaded ringtones are basically the same process, except no need for connecting via USB..but you will need to know where the downloaded ringtone originally downloads to, as well as being able to know how to Move/Paste files in Android.
Any questions or confusion feel free to post back here with them...