Assuming you have a memory card in your phone, this is what you need to do:
1. Connect your phone to the PC using the cable provided
2. Slide open the notification bar to see the USB connected message
3. Tap on the USB connected message and select connect USB storage to PC
4. Confirm the message displayed
5. You should see the memory card displayed in your PC. You can move the movies and ringtones to the card.
When you open the ringtone in your phone's media player, you should see an option in the menu for setting it as a ringtone.
Hope this helps.