First make sure it made it to your ringtone list. Not sure how new you are to the phone or if you've already got an answer so...
In the black area on the bottom where it says Samsung (under the blue phone icon), click on the far left menu, then system settings, then Sound, then phone ringtone.
You'll see a list of ringtones that come with the phone, in alphabetical order. Look for yours, click the empty circle on the right to choose it.
If yours is not listed, use the usb cable that came with the phone and hook up to a laptop or whatever you have. Your phone will open up like a regular drive. Open it up and you'll see a folder called ringtones. Double check there again for it. If not there, check the "music" folder. If its in the music folder, copy or cut and then paste into the ringtone folder. Check your phone again as above and it should be there. Let me know if this helped :-)