Changing ringtone while using headphones

[meadonna]

When I click on mp3s to preview them before confirming them as ringtones while I'm wearing headphones, they still get played on the phone. Would expect them to be played within the headphones and the phone silent. Is this only affecting me?

Also, if anyone could guide me into changing what the right-most button on the display screen leads to..right now it seems to only refresh the screen when I click on it =/

Thank you