Are you referring to ringtones or sms tones? For ringtones, you have to make sure you press on "apply" at the bottom of the screen. I am not trying to insult your intelligence, but sometimes its something very easy that we miss.
If you want to use custom .mp3's or any downloaded files for notifications and or/ringtones you will have to create a new file directory on your sd card using a file explorer. I use es file explorer for this. First create a new folder named media then a subfolder inside of it called audio then notifications then ringtones and alarms. Now you have the directory path media/audio/notifications ringtones alarms, just like the root system directory. Any files you put in the last folders will show up in the corresponding stock picker for use. Any file you want to use you copy/move to the last the folders of your newly made directory. Use them for the corresponding actions, text messages, email, google talk, ect., notifications. Ringtones for well, ringtones. Alarms, set to go off on that specific tone.
Hope that helps, it is the easiest way I have found to do this without root or having to connect your phone to a PC.
it didn't work. the phone just uses all the stock sounds. i can see and select my custom sounds (like i did before) but no matter what i select it only plays the stock sounds. what gives why is this an issue?
What is your default notification sound set to? In the settings menu under sounds -> notifications is that the default sound you are hearing? Try changing that to one of your custom alerts and see if that works.