Ok, it took me a bit to figure this out, but here's how I've been able to get MP3 files into my 'Sounds' list without using a microSD card (which I just haven't managed to buy yet), or having to download directly via a data connection (which isn't cost justifiable to me right at the moment).

So here's how I do it. I use bluetooth to send an MP3 file to my Centro. I am then asked if I want to "Save" or "Save and Play". I just save, and I use a real short file name.

Then fire up blazer and navigate the the following url: file:///BUILTIN/Music/filenameyousavedpreviously (this is where that short filename comes in handy). In addition to the normal 'save/play/cancel' options, there is a 'Copy to Ringtone' option. Now you can get descriptive with the filename as this is what will show up in your 'Sounds' manager. After a 'ok' or two, you've got an MP3 ringtone.

Now in actuality, you have two copies of that file on your phone. I usually go into Filez at this point (select the Preferences option to 'Show Hidden Volumes'), navigate to /BUILTIN/Music and delete original file I received via bluetooth (the short filename). This has no negative effect on the file in your Sounds list.