How to change ringtone on IPhone 4S?

I have the Iphone 4S and I want to change the ringtone to Dangerzone from Top Gun. I have the song on my phone in my music. When I go on Settings>sounds>ringtone, it just comes up with the ringtones that's the phone comes with so I click on 'buy more tones' and click on Purchased and there's a button at the top saying 'Download all' and a button next to the song saying 'Downloaded' but how do I make that song my ringtone or have I done it all wrong? If anyone knows what to do it would be all appreciated if you shared it with me- thank you!

There's a website called audiko.com. All you have to do is go on there from your computer, search the ringtone you want, download it and iTunes should pop up with the ringtone on it. Go to your device on iTunes and then tones, then select the ringtone and click sync. Once its through, go to you sounds on your phone and select the ringtone. This does not work for sms tones though. This is also free. Hope this helps.