You can use a data cable or bluetooth, or if you want you can send a picture from the computer to the phone using email. Only thing is it will cost you money to send files (ringtones and pictures), using email as it count as data transfers, which if you do not have a data plan, is .01 per kb, and it will add up pretty fast.
So get a blue tooth adapter or a usb data cable, and you can download ringtones and pictures all day for free on the computer, and upload them to the phone when you want.
Your email address for Cingular would be
yourcellphonenumber@mobile.mycingular.com