I have downloaded several ringtones from some apps that search for them. I can change my ringtone by person calling or just the general one just fine. What I am trying to do is change the tone for texts or IM and the other ones you can change but my only choices are the default tones and not any of the ones I downloaded. Any idea how to change those to the downloaded ones as well?

Hit "More..." in the Text/IM tone settings.

When I bring up the New Text or IM selection the list I get is:

None

Nokia Calender
Nokia email
Nokia message
then Alert 1 through Alert 10

I don't get a "more" selection.

Where on earth are you looking?

To change IM or SMS tones you should go through:

Settings -> Profiles. Then scroll to SMS Alert, tap that and the list should say something like:

Beep
Message 1
Message 2
Message 3
Message 4
Message 5

and there should be a "More" and a "Done" button to the right.

For IM tones, same procedure but when you tap "IM tone" the list should be:

Beep
Chat 1
Chat 2
Chat 3
Chat 4

with "More and "Done" to the right.

After tapping "More" you should be able to navigate to the folder where you saved the ringtones.

I go to Settings > ringtones + sounds > New text or IM and I have the options I listed. Maybe my phone is different???

I think my phone might be different and i am in teh wrong place I have a Nokia LUMINA 900 phone.

you're in the wrong place. We're talking about the Nokia N900 that runs maemo.