(Before ICS/Jellybean Model Devices) :
Make folder on sdcard called "Ringtones" inside that folder add another folder called "Notifications" then reboot device in order for the system to rescan and add the tones that you add to the new Notifications folder.
(ICS/Jellybean Devices) :
Make folders on sdcard called "Ringtones" and "Notifications",then add the appropriate sounds you wish to use to each folder. Be sure you are using sound files the system is setup to use such as ogg,wav,mp3,etc..reboot the device and then the sounds should be added to your ringer selections.