You might need to add them to media library on your phone. Just look for "Update Library" option in your media part. Your phone will search for all newly put music and picture files and automaticaly place them in right folders.
If it has liquid in it (you got caught in the rain and phone got wet, or you dropped it in a tub by accident), try drying it out by removing a battery and living it alone for at least 12 hours.
Otherwise, get a new phone.....
Every phone has a limited amount of memory in it. This amount varies by the model. Some might have as little as few MB while others pack 16GB (nokia N97) or more. When you buy the phone make sure that you check for the amount of internal memory and then decide if you need to get a memory card.
If you have a file manger on your phone, use it to find your ring tones on mini SD versus using ring tone function on your phone. When the file you want to use as a ring tone is highlighted one of the menu options will be "use as ring tone"
If you take the battery out for about a minute and then put it back in and turn the phone back on it should start working. If this does not help, you will need to take it to the repair place.