the two best sites, in my humble opinion, are as follows....
http://luckyluciano.completelyfreeho...s/download.php
and
http://www.adamdaley.com/wap
access these from the browser on your blackberry.
click on the song to play it. after it plays, click the track wheel.. There will be an option to "save". save it.
To select it, go to profiles, and change your phone profile to the song.
I hope this helps you. I agree it gets a little confusing, but patience is important.