You just have to go where the Mp3 file is on your phone.
I believe is under the gallery. Then highlight the song you want, click options, then set as ring tone.
That's pretty much it.
I was having the same problem. I was looking for the Activation code so i can somehow use my own MP3s.
So I got it to work on my 6265i. Basically what you do is download Diego (make sure it is the version above or 3.06). I found it on isohunt.com, but I am pretty sure there are other places to find it.
Use these instructions at your own risk, I am not responsible for 'dead' cellphones so if you break your phone, me or this website is not responsible.
So let's get to the business. I used USB (eBay $10 tops) which came with drivers and PcSuite program. If you installed the drivers before Diego, Diego will not install. What you have to do is uninstall those drivers from a CD before Diego installation. PcSuite seems to not interrupt with Diego at all, and using the same drivers, so you can play around with a lot of midi, or mp3's now. Once all the installing is done, connect your phone and make sure that Diego is interacting with it.
Select "Phone Settings" on the left and read data from phone. You'll see a big tree of the DataFile system on your phone. It is probably a good idea to save it to file on your hard and play with it from there.
So now you have to find "Ringtone Settings", it should be under 'PRI ID Settings-->Generic Features-->General Menu & User Settings-->Operator Menu'.
Select it and in the right half-window you'll see something like that: Set as a Ringtone Menu Options Option 2 - Included only for copy (you'll read it when you see it).
Simply click on "Option 2" and change it to "Option 0". Write it all back on the phone, and that is it.
-it wasn't mentioned that you need to crack Diego in order to access the program, otherwise you'll get the "unable to locate dongle" error.
-I got the "local mode" screen after writing everything to the phone, as it was mentioned, don't panic, just remove the battery, put it back in and start it up, you'll be good to go.