Hello Shaunn, welcome to Android Forums.
Have you had time to explore your HTC Wildfire menus yet? In most devices running Android 2.1 there are a few different ways to configure notification sounds.
One way is in menu > settings > sound and display. You'll see a lot of sub menus and check boxes in there.
Another way is to go into the messaging app itself and select menu > settings. Similar stuff in there as well.
Good luck and post back. Great to see somebody in here from The Land Down Under.
I've moved your question to the Wildfire area where those with that device can offer more precise advice and tips.