What kind of smartphone is it?
I have an Iphone so I can tell you how I got mine working.
First downloaded the ringtones to the PC and save them somewhere you will remember.
Next I opened Itunes - then clicked on FILE > ADD TO LIBRARY
then choose the folder where you saved the ringtones. To check that they have been uploaded on the left where the menu is it goes Music, Movies etc - there should be one called Tones.
Next attached your phone to the PC. The phone should appear under devices within ITUNES. Click on it. In the middle there should now be a a picture of the phone - plus a list of options across the top. ....click on tones - there should be a box saying sync all tones. Make sure that is ticked. Sync phone.
Next going into settings - and sounds. You should have the options to choose the song.....I've got Vengeance as mine

now if I could only work out how to put screen shots on here for you....