I know this does not solve your question, but I thought I would share my related discovery...a friend had sent me a text message with a ringtone (in an mp3 format) attached. With the message open, I clicked the more button, then save attached file. *Note: My 8 gig SD card was in the phone. The file automatically saved to the My Sounds folder. Once I opened the mp3 file in the My Sounds folder, an option to send file via messege or bluetooth was available. There was, however, not an option given to copy/move the file to the memory card. I believe the post above stating a file can either be a ringtone or a song (but not both) is correct, since I don't see a My Sounds folder when I access my memory card on my pc.
A possible quickfix would be to mms the song to yourself?