Open whatever song you want, then get a 20 - 30 second clip (using the whole song is wack since the phone won't ring for too long, plus having an entire song takes up a ton of space). After that, export it as a 96 - 112kbps mp3 file and send it to your phone.
I'd suggest buying a usb bluetooth adapter to transfer the songs (you can resize pictures to make your own backgrounds too), but you could probably send the songs to your phone if you don't mind spending money.