If you have a Firefox OS phone on 1.3 version or lower, you can't. I am pretty sure that was possible on 2.2 but it seems that we can't now on 2.6. Check in "parameters > sound" If you have something to create a new "alert song" you should be able to find it in your app.

Think you so much!

This works indeed for sound played when receiving a call or a SMS. You can even do that with Firefox 1.3 and lower directly from the music app, playing a song and then share it as a ringtone. I never was able to set up a custom song for the alarm clock though if anybody knows how to do it.