Can I ask a daft question, but
how do you go about creating this directory? I could only access message tones when I last connected my phone to the PC.
It's the alarm tones specifically I want to change...they're bloody awful!
OK. Here's a short tutorial.
When you connect your Desire to the PC, the phone displays a USB notification. Check that this is showing 'Disk drive' so the SD card is offered to the PC as a USB disk drive. On the PC, it should automatically mount the SD card.
If you're running Windows, it will show up in Windows explorer as a new drive (e.g. E:, but you may get a different letter on your PC). In this case, you need to first create a directory called ringtones in drive E:. Then go into the new ringtones directory and create one called alarms, and then go into the alarms directory and create another directory called notifications. Inside the notifications directory, I created one called Sounds, but this isn't really necessary - I just created it to remind me where I got the files from. This gives you a full path
E:\ringtones\alarms\notifications\Sounds
and you can place your music or other sound files in there.
If you're running Linux, the SD card should get automatically mounted as a filesystem (such as /media/diskdrive but it depends on your system configuration). Check the filesystem has been mounted by calling df. In this case, I created the directory
/media/diskdrive/ringtones
and then created /media/diskdrive/ringtones/alarms, and so on until I had
/media/diskdrive/ringtones/alarms/notifications/Sounds
and I placed my sound files in there.
Remember to unmount the SD card cleanly from your PC, and then disconnect the USB connector, or the SD card may get corrupted.
If you install the app ASTRO from the Android market, it shows the SD card as /sdcard, which is the name given to it by the Android system. Astro lets you browse through the directories, and you can browse to the directory
/sdcard/ringtones/alarms/notifications/Sounds
to see and play your music files.
Hopefully this makes it a bit clearer.