First, if your device is not updated to iOS 5, you need to update it to iOS 5. Next, iTunes only lets you sync custom ringtones, so you need to add the text tone (which needs to have the .m4r extension) to iTunes as a ringtone. Now that the sound is synced as a ringtone, go to Settings>Sounds and tap on the text tone option. Scroll through the options until you see the custom ringtone, and select it as your text tone. I hope this makes sense.