What kind of cellphone (make, model) do you have? This does matter, since different types of phones are capable of playing different types of ringtones (monophonic, polyphonic, wave format, etc.).
You seem to be right, that you need to make these "mmf" files out of your MIDI files. Not 100% sure what Mac software there is for this. My Nokia plays MIDIs as ringtones without modifying them. There was one app on VersionTracker when I searched for "mmf midi," but it was rated soooo poorly that I don't even want to link it. Also it wasn't free.