Click on the ringtones link at the top of the page. Find the ringtone you want. Click on the "email my ringtone" link. Enter your email addy. You'll get the email on your phone. Click the link in the email. Save the file to your phone/memory card (you can rename it if you want, too). And you're done.
Email it to an email address you have set up on your device. From there open the attachment, hit the BB key, and save the ringtone. You can then set it as a ringtone using the normal method.