You can either download it to you PC and then transfer it to your BB with the USB cable by dragging and dropping it into the ringtone folder on your BB. Or you can email it to yourself from the CrackBerry site, then save the attachment in your ringtone folder after you open it.
It worked for me. I am using Firefox. When I clicked Download Now! it asked me if I wanted to open or save the file. I clicked save and it is in a folder on my hard drive.