What device? Is it rooted? I think that's the only way you could remove the sounds from the system folder.
Check your SD card. Is it working? Is there a "media" folder in it?
Is the device using the system's ringtone selector or is it using another app. If it's using another app, go in to Applications, find that app, and remove the "Default" flag, so it's no longer the default app to select ringtones.
I use an app called Rings Extended (or something like that) which replaces the system's ringtone selector with one that allows me to choose sounds in many different ways and from many different locations. Try that.