I have an earlier Samsung and the user manual is pretty much useless...no step by step.
Anyway i had to google to find step by step for mine and remembered i came across this.
go to settings on your main menu, then phone settings, phone profiles, select th profile, edit, it will take you to incoming calls this is where you can select vibrate & ring, vibrate etc. then scroll along to the right & you will be in message tone, this is where you can change the 'bleep'.
Does yours work ok ?
Ive had two and had to send them both back so i cancelled the contract..
Im sure you can change it in your profile settings as bekka says..........................