With Mider you can easily put all your favorite MIDI files to your Palm:

Mider compiles all the *.mid files from a specified desktop directory, and puts them in one *.pdb file.

You may then install the database on your handheld and manage it e.g. with HoHo.

These MIDI files may be used as Alarms (in Date Book, Note Pad, and others) or as Ringtones (for Handspring Treo, Palm Tungsten W, and others).