There are several ways of doing this but probably the simplest is via Kies Air.
Open up a connection to your phone over the wifi via Kies Air.
From the left hand side menu, double click "File Explorer"
Should look like:
Double ckick "media" , then "audio" then "notifications"
Click "upload" and select the file you wish to upload as a notification ringtone.
Now close down Kies Air on Phone and PC
On phone select "messages" and make sure you are at the top lovel (i.e. where you see alist of the people you have recently texted.
press menu button
scrol to bottom and make sure there is a tick next to "notifications"
select "select ringtone" and in the list you should see the file you have just uploaded.
select it and that should be your new text message notification sound..
Hope this has been of help.