Hope this is not an old trick already discussed:
I found that I can install ringtones I write on my PC using Anvil Studio without having to mail them to my phone or download them from a dummy web page on an expansion card. This is valuable to those who dont have a data plan or who resent paying for data to install ringtones.

Infrared method
Wake up the Wireless Link panel on your PC by beaming a record to the PC.
(Double click the IR icon when it appears in the toolbar).
Now select the MID file and choose Send.
You may have to beam another record and stop the beaming to get the PC to 'see' your Treo.
I just installed passport.mid - one of the standard Window MID files. It's not a bad alarm ringtone.