Click the speaker icon on your Home Screen as if you were going to change profiles, then scroll down to the last option which is "Edit Profiles" - you can then select the profile to alter and are then given a list of events (e-mail, IM, BBM etc) - just select the relevant noise to each event.
On the Home screen, click the Sounds icon.
To change the active sound profile, click Set Ring Tones/Alerts.
To change a custom or preloaded sound profile, click Edit Profiles. Click a profile. Click the application or item that you want to change. Change the notification information. Press the Menu key. Click Save. Press the Menu key.
Click Save.