Vincent I had the exact same problem. It is actually a bit tricky, but as soon as you know how it is easy.
In BitPim you actually want to put your ringtones into an alrternate location. So you want to view the filesystem the ringtones will be saved in /
brew/shared/ringtone. So to add a ringtone your going to right click on the right side of the screen and click on New File, go and find your ringtone and add it.
When your done adding your ringtones your going to Click on Send Phone Data. Then close the program, disconnect your phone, and Reboot your phone before you try and set your ringtones. (That was where I was going wrong.)
Anyways Good luck to you.