First, the Pure isn't really all that complicated and its slow because you are on the stock ROM.
Okay, for alerts, just go to the settings tab in Manila also called Sense, click on Menu, lower right corner and go to All Settings. You may also be able to access this in the Start Menu but on some stock ROMs it's been disabled. From here you go to Sounds and Notifications. On the Notifications Tab you select the type of sounds you want your phone to have. In the Sounds tab in the Event box is where you select the Sound category you want to change. So for message alerts, you scroll down to "Message: New Message" then go to the Ringtone box and select your sound file. For custom rings, copy these to your Rings Folder in Windows. You can copy them from your desktop using Active Sync or from your SD card using File Explorer on your phone. You can make ringtone right from your phone using an app called MP3 Trimmer.
Regarding Android, it is not native to the Pure, so it is being ported over to it and there are still bugs that haven't been worked out. It is not really good for every day use at this point.
If you want to get the most out of your phone, I suggest you go to my 'Start to Finish
' guides and read about Hard SPL and flashing ROMs. You will see that your Pure is only at about 50% capacity out of the box. Once you fully customize it, you'll forget why you ever had doubts.
Hope this helps, my vote is for you to keep it and learn about all of its capabilities.
Just be patient, read all you can and don't rush.