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How can I download music ringtones

Using the browser on the BB, from any webiste which hosts them. Here is a short list of good sites, try the TuneUsIn - Free MP3 Ringtones, Blackberry Wallpaper, Blackberry Themes - For Your Blackberry or Mobile Phone first.
Where Can I Download Ringtones? - BlackBerryFAQ

Do you have a Data Plan on the BlackBerry?

i've tried to download ringtones and i keep getting error code 406. what does that mean?

Are you on BES? If so there might be an IT Policy that disallows you to download ringtones, pics, etc.