They told you you couldn't?
They are full of it...
You basically need a sound file (MP3, WAV, etc.) and you can place it in the Windows\Rings directory. Then they will be available under Settings - Sounds & Notifications to be chosen as ringtones.
If you are looking to use an MP3 ringtone as a ringtone for SMS, e-mail, or voicemail you may need to place the file in the \Windows root directory instead of the Rings directory.