don't you have the option to erase under option? or put the sd card in a computer and erase them. just got my phone this week so maybe i am wrong in my thinking. but i erased a ringtone that i loaded on from my computer this way.
if you goto multimedia and ringtones you can delete ones you have downloaded, at least i can. if you do it from the settings, sound settings you cannot. if it is a ringtone that came with the phone it will not show a delete option. that is all i have found so far.