I cannot find where it says to change the tone for when I recieve a text message. There isn't even an option to change it in the sms settings. that is what I am trying to ask.
The LINK provided above shows where you have to go (Profiles) and what you have to do (EDIT) and each email account, calendar alarm, text message, etc can be set for different tones/tunes, vibrate, etc........
If you go to profiles, then scroll down to advanced, then edit the desired profile, you can change the alert for SMS messages (and other things) from there. There should be an option that says "SMS Text". It is not located under your sms options. The link that was posted before has this information in it.