Stock ringtones and notifications are actually on the system partition, /system/media/audio/*folders* which you can't touch without root.(thanks cupfulloflol)
Be sure you have the sounds turned on. Go to the messaging application, select settings, scroll down to "Notifications", and be sure the box is checked. Then under that, select the ringtone for the text messages.
You can also create a folder on your SD card called Notifications and place any ringtones you have into that folder. Then they will show up when you try to select the text message notification sound.
1) Plug your phone into your computer and navigate to your external SD card,
2) Create a folder on your SD card called "Notifications" (without the quotes, spelling must be exact)
2) Drag any ringtones you like into that folder.