If it makes you feel better, and it should, I had some trouble figuring out how to do some things with my Incredible. You know, stuff that isn't in the manual.
First:
I don't know if these guys will be helpful at all, but maybe searching the forum can help.
That's how I usually solve my problems, a large amount of googling.
For me to add my own alarms, ringtones and notifications, I had to plug into the computer and select the option that allowed me to mount the phone like a drive. Looking at my setup, I was able to create folders on the phone called
alarms,
notifications and
ringtones. Adding whatever audio files I wanted (mp3 or wav) into the folders and then was able to select them through whatever personalization gui I needed to.
If I want to listen to podcasts or music, there's a folder on the SDCARD drive labeled MP3 that I put them in.
I'm saying this and hoping that all Androids are Androids when you dig down deep enough.