You need to create the default ringtone storage area. This keeps the files from showing up in your music player.
- Use the default "My Files" app and not "Root Explorer"
- Create the following path:
/sdcard/media/audio/ringtones
- Place the audio file in the ringtones folder.
The same goes for notifications and alerts:
/sdcard/media/audio/notifications /sdcard/media/audio/alerts