HTC myTouch 4G

I am having an issue with this phone. I go into messages and hit the menu button to bring up settings and then I go into the section for received messages and received notification is checked, play notification sound is checked and then I select a notification sound. But it won’t change it! It doesn’t even play the default sounds it plays Alpha. I have gone into the phone profiles to change the notifications alert and everything else I can think of nothing seems to change it. Anyone else having this issue. Does anyone have fix? Also another weird thing when I try to download an app from the marketplace that may override the phones built in settings it keeps force closing the program when I go into to download one. What is up with this? Any other App I can download just fine!