Ok, nevermind. I got that part figured out. I just needed to add my downloads folder to Zune since that is where the ringtones are.
Now, I changed the genre to "ringtones" in Zune and dragged them to my Lumia 900 and they actually show up if I click on the device and search for them in the songs, but when I actually go on the phone under settings-->ringtones and sounds I don't see my ringtones. Ugg! Very frustrating that this should be so difficult.