The only way to get new ringtones for any Sidekick - is from the Download catalogue. You can not set an .mp3 as a ringtone - you can not download one off of the computer - and you can not receive via bluetooth. Sidekick's are pretty locked down as far as that goes, I have the LX - and have learned to live with the ringtones from the catalogue.
The Sidekick's do not support wi-fi, so it will have no effect on the internet browsing speed. Sidekicks operate on EDGE speeds.