I found the steps to give someone a custom SMS and email tone, but when I apply the settings, it still does not work. Has anyone else had this problem with the pearl?

These instructions work, ONLY if you follow them exactly as written:
How can I personalize my alerts from specific contacts? - BlackBerryFAQ

Since you posted no details about your steps or settings,it is quite difficult to analyze.

Those are the steps I found, and I followed them perfectly, I even started over and deleted everything and tried again several times, and it still doesn't work for me.

Well, they do work. I wrote and posted that FAQ.

Read over this thread as well and make sure you don't have a glitch.
Special Alert For Certain Senders