Thanks Chris, I had already refreshed and also checked it in Firefox, doesn't show there either. I suspect it might be the + in the file name causing the issue but not sure.
raszmee209, thanks again too. I think I'm going to try the app you use and I'll try the iTunes instructions you provided as well.
I know it's been sometime since the post. But I have recently just found the same problem, and googled to find out a remedy and came across your post. If it is the same for others, what I have discovered is, If its a song from one of my own CD's it changes to a tone/text message fine. But if it's a purchased song from iTunes, it will not convert and just keeps going straight back into my music section of the iPhone.