In order to download a ringtone, your phone needs to be setup for mobile internet access. If you can already access information services, by browsing as well as those received by text message, where you have to "follow a link", then your phone is already set up.
If in doubt download one of our free test tones.

Most phones will receive the sms text messages we use to send you your download URL, but sometimes they don't arrive, and some USA networks block text messages sent via the internet.
This however is not a "show stopper", as we will automatically email the URL to you if you don't download the ringtone within a 5 minutes or so.