You can do what is posted above or put the file you want to use in your "Ringtones" folder and it will come up in the list of tones that can be used for the alarm.
Open Alarm
Scroll down to Ring Tone:
Press trackball
Scroll up to Browse...
Press trackball to see folders: Preloaded Ring Tones and Music
Select Music
Select Media Sync
Scroll through your Artists
Scroll through Albums
Select song of your choice
Song will be your Alarm signal
Menu
Close (saves selection)