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i don't think you can choose an MP3, there are only a limited number of tones to use for the alarm.

The alarm can use any ringtone that is on the phone, so I just took a few of my songs and made ringtones out of them in iTunes. Now I can set the alarm to one of those to wake me up. Sure it's only 30 seconds of the song, but it's better than that 'alarm' ringtone, which is guaranteed to give you a heart attack when it goes off!
 
The iPhone will not 'wake' itself to make the alarm go off. However, it may be set on 'Silent' and although no phone calls or system sounds will be performed the alarm will sound per usual...
 
I have a blackberry and it also turns itself on if there is an alarm set
 
That is bizarre. I have never had a mobile phone that would do anything if it were actually powered off. Doesn't that kind of defeat the purpose of powering it off? If they were in sleep, they would spring up and sound the alarm or whatever, but powered off? Never heard of it.

Ya my old blackberry you could set the alarm and turn the phone off and then when the time came the phone would turn itself back on. You could also program it to turn itself off and on at certain times.
 
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