Greetings wjm,
I don't know if your still looking for an answer, but your going to have to do a little detective work.
The problem is most likely due to where the attachment got saved. If your using the default messenger, it's possible that the file got saved in the download directory of your memory card.
Use a file manager to look in that folder to see if the file is there. If it's there copy it to the folder called ringtones. The file should show up when you try to assign a ringtone. If not, try rebooting the phone.
If you are using a app to download the files, you will have to find out where the attachments get saved. Again once you know that, just copy the file into your ringtone folder, and you should be good to go.