If you open your messaging app then hit menu-settings then under received messages select notification sound and just select which sound you want to use. Then do the same in your gmail app.
Is there some way to change the notification sounds? The only thing I found to change was the ringtone but it doesn't let you select a different text/mms/email sound. Do I need an app or what?
Actually, you could have just created folders named "ringtones" "alarms" & "notifications" for your sounds, you don't need to nest folders like that to get them to show up. Also in your first post, you didn't mention you wanted to add your own, just change them.