Ok, heres what you do, sftp into your phone go to-
System
Library
Audio
UIsounds
now scroll down to where you see sms-received1.caf thru sms-received6.caf these are your stock sms tones! And to answer your question you will rename YOUR sms tones to sms-received1.caf and so on, for example:
"Godfather.mp3", you will need to convert this with an audio converter such as "Switch Audio Converter",to "Godfather.aiff", then after that, you rename it "sms-received1.caf", then you replace the original one with this one by dragging it over to the original one and copying it, a window will pop-up saying "do you want to replace this file", just click yes!!! But when you look in your phone, by going to Settings - Sounds - New Text Message, you will still see your stock sms tone names ie: Tri-tone, Chime, etc., so just listen to them 1 by 1 to see which is which !! You can also do this to any file that has a .caf extension like new-mail.caf,sent-mail.caf and even the dialing numbers of the dialer. Sorry if this not quite "direct-to-the-point" but i'm really better at showing then explaining... Anyway, just post-up again if you have anymore questions. Good luck mate..