I do this to get my MP3s from PC as ring tones AND it will let you use it as an alarm sound.
You basically just send yourself a picture message via email.
Make an email and attach the MP3/Sound file you want to use in the email.
Send the email to
YOURNUMBERINCLUDINGAREACODE@vzwpix.com.
Receive the pic message, use the save as sound option and you're done!