[MDA III, XDA III, PDA2k, 9090 General] Chef_Tony:
ok, let's start at the very beginning. HTC, the hong kong based manufacturer of phones like ours, used to distribute their phones in europe and america not under the HTC brand name, but the network providers branded the devices with their own names. therefore, the T-Mobile MDA III or Qtek 9090 or O2 XDA III or E-Plus PDA3 or vodafone VPA III or SPV M2000 are all the same device. to bypass confusion, xda-developers name them by their HTC name. the name for this device is HTC BlueAngel.

about the roms:

your device probably looks something like this:

that operating system running on the device is called windows mobile 2003 SE. since the device was shipped with that OS, that system is called the Stock ROM or Shipped ROM. Some time has passed since the release of that OS and the device and since 3rd party software suppliers don't offer any software for that old OS anymore, the xda-developers ported newer mobile operating systems to the device, like windows mobile 5, 6, 6.1, 6.5 and even newer.

most of the users here flash a cooked rom, meaning a rom containing a newer operating system with lots of customizations, which is why most of our devices look something like this:

or this:

just by the look and position of the start button, you can tell, that comparing wm2003se to the newer versions like wm6.5.5 is like comparing windows 2000 and windows 7 on the PC.

running a new rom makes the device comparable to new devices still in stores or even upcoming devices.

the next thing is the connection issue you seem to face: there are several ways of transferring files and data between the device and the pc, the most common way is using the usb cable or the original cradle, that comes with the device. on the pc, depending on your operating system, you need to install any outlook version newer than 2000 and activesync (on win xp) or windows mobile device center 6.1 (win vista and 7) which gives you several possibilities: synchronizing personal data with outlook (appointments, contacts, tasks, notes, email...) and accessing the device from the computer to transfer files. in general, for transferring large amounts of data, an sd card reader is recommended because it is much faster. you can use sd cards up to 4gb in the device, but only normal sd cards, no sdhc cards.

for many other very basic questions about windows mobile, you should have a look at your device manual, read a lot of threads here and read the wiki here: http://wiki.xda-developers.com/index.php?pagename=HTC_Blueangel

for additional information.

if you decide to upgrade your device, please do not consult the wiki, as in some points, it is quite outdated, but refer to the tutorial linked in my signature, it gives you detailed instructions on how to upgrade the device, and many add-on applications.

about your original question: i believe the path for ringtones in wm2003 is \Windows\Ring\ or something like that, when you copy an mp3, wav or mid file there, it should be possible to choose that file both from the phone settings and the sounds & notification settings, but only for incoming calls, for sms, email, or any other sounds you can only pick from a limited list. since that is perfectly fine for me, i don't know, if any 3rd party app can change the sms ringtone, but even if there is one, it probably wouldn't work with wm2003 but only with newer roms. i guess after about a month of using the device, you will get used to it and all of its options, and then you might want to come back and upgrade the device to a newer rom.