There is a way to change the tone. However, you must replace the tone you want with the one you don't use in iphone.
First you create a tone in .caf (I think that is what it was) format thru iTune, then you connect to your phone and go to system sound folder then you will see 6 SMS.....caf file. Then rename the file that you create to the one you are going to delete/move, then overwrite that file by copy/moving the file.
Then you can choose that sound in setting.
That is how I do it. Hope this helps.
