Go to the bottom right where you change from loud to vibrate, scroll down to advanced..
EDIT: advanced is below the "off" ringer position, a lot of ppl don't know you can scroll down on the "ringer selection" menu
You can set up everything individually from here. Text is SMS ... I use contentment as my SMS tone.
Just keep in mind that blackberry menu systems are deep and complex, and take time to learn. Be patient!