Ringtones from iTunes Store??

Yesterday I was searching iTunes Store on my iPhone 3GS for a song I heard that I liked. As I scrolled the results I noticed the search results included ringtones. I was amazed, I was thinking has Apple finally started selling ringtones in the finnish region. I did some digging and found a hole ringtones section in the "Others" menu of iTunes Store on my iPhone. Half an hour ago I bought one of the ringtones, everything went great. The ringtone worked on my iPhone and I was happy. Then I decided to hook up my iPhone to iTunes to sync and backup. Suddenly the new ringtone had been taken out of my iPhone and iTunes refused to put it back in. iTunes only gives a me a error message that says "Ringtone was not transferred to the iPhone cause this computer is not authorized to play it" or words to that effect. Since my iTunes is in finnish it is a little difficult to translate word to word. I payed good money for that ringtone and I want to know why I cant use it. Why is there even a hole ringtone section in iTunes on my iPhone. There is no ringtone section in the finnish iTunes Store when I look at it on my PC. Any help in how I should proceed from here is appreciated.