Hi jguttz:
I'm tempted to tell you, use your girlfriend's phone, as it seems to do what you need!
Seriously, I would suggest you first read your printed and/or online manual for the Nokia 6265i to make sure you're using your features and services as designed. Some of your experience may be user error.
I'm a bit confused by something as you're not consistent in explaining what you're doing...You first stated that you sent an SMS to your phone with a short ringtone and you could not listen to it. Then, you later said that you sent this ringtone in an email to your girlfriend, then sent it to your phone and it worked fine, but how did you send it that time?
Generally, you should not erabed a ringtone in an SMS and should send it only via MMS or email with an attachment.
Therefore, I'd like to ask, how did you send this ringtone to your phone from your girlfriend's phone? Did you email it from her phone to yours or send it in another manner?
If you are confident that you're using your features/services as designed, then you may have a defective phone and should replace it.
LL