Motorola ROKR Z6m

So i got the ROKR with alltel, cool phone, but i cant figure out how to use any music as ringtones. when i go to Settings > Ring styles it will only let me choose the tones that came with the phone. I tried using the voice record feature to use as a tone, wouldnt work. I tried downloading music straight to my phone and i tried having someone send it to me via bluetooth, still wouldnt work. When im in the Media Gallery >Sounds > Audio i notice that in the options menu when i scroll down to properties > File Details, ALL of the files i put on the phone say Apply Possible: NO. The only options i have are to send it in a message or with bluetooth or move it (i dont have an SD card yet) ..... THis sucks any help?