To add your own SMS tones to your windows mobile firstly your file has to be in .WAV format, and place it in your device Windows folder. Connect your device to your PC and open your ActiveSync then click Explore to explore the folders in your device.
At this moment you may not be able to see your Windows folder in your divce because its hidden, now unhide your Windows folder in your device by clicking on the Tool, then Folder Option.
Folder Option open up and select Show Hidden files and folders, click ok
Now you are able to see your Windows Folder in your device
Copy and paste or drag and drop your .WAV files into your device Windows folder, you are now go to your device setting, you will be able to see your .WAV file in your device Sound & Notification setting.
