To change the incoming ringtone, press the Home button and use the right arrow to move to Settings.

Push the button in the middle of the navigation keys to select Settings.

Push the button in the middle of the navigation keys again to select Basic.

Scroll down to #5 Ring Type and press the button again to select it.  

If you have multiple lines on your phone, select which line you want to change and press the button again.

Choose the ring tone you would like and push the button to select it.

Press the home button three times to get back to the home screen.