I just bought the Samsung Gravity 2, and came across the same issue. I've actually found someone who knows a way around it! Check it out:
-Go to the settings menu
-personalize
-sound settings
-hit the top left button on your keypad, it says options
-edit
-go to message tab
-go down to message alert tone
-use the top left key on your keypad to once again click options
-change
-click use my alert tone
-go where you would to find your music, and choose a ringtone
-click melody for the message alert
HURRAH!
-Go to the settings menu
-personalize
-sound settings
-hit the top left button on your keypad, it says options
-edit
-go to message tab
-go down to message alert tone
-use the top left key on your keypad to once again click options
-change
-click use my alert tone
-go where you would to find your music, and choose a ringtone
-click melody for the message alert
HURRAH!