Copy the ringtones to My Documents or to My Storage and that's all. The stock Windows alarm only recognize .wav files, the Samsung's alarm uses mp3 files too. My ringtones and alarm sounds are in \My Storage\.
Thanks to all. I discovered that the ringtones were set at "hidden" for some reason. Unchecking this attribute allowed them to show up.
Rapid, I still would request "cloudy tone" be cooked into the windows directory, so that the default alarm and count down timer will work out of the box.