Welcome to the forums,
It all depends on what kind of BB you have. You can download ringtones off the internet with the BB's browser. If you have the Pearl you can transfer ringtones over using Media Manager in the Desktop Manager. Check out the sticky's at the top of the Ringtones, Themes and Wallpaper Discussions as they will help answer your questions.
As far as updating here is a helpful thread:
http://www.blackberryforums.com/gene...ps-tricks.html
Again, welcome to the forums.
John