I don't know what kind of phone you have, but if you have a Motorola, you can get software from them ($30, I think) that will let you synch your phone with your computer. You will need a connector to the phone also (mine has a mini-USB cable, which I already had from my digital camera).
Once you get the Motorola software working, it's pretty easy to move your audio files between the two devices. The transfer is a piece of cake! This also means that you can record or capture virtually any WAV file and use it.
Well, I was close. It's MP3s that it works with, not WAVs. The CTU24.MP3 file loaded right over to the phone and now is used as my regular ring. My wife just rolls her eyes and groans at me. Then she asks if I can put "Achy Breaky Heart" on HER phone!