You can change them, or at least switch the ones in there for the ones you want. Basically you replace the sound file with the one you want (renamed to the appropriate name and extension).
1) a jailbroken iPhone
2) files converted to .aif then renamed to .caf
3) Rename your files to....
sms-received1.caf = Tri-tone
sms-received2.caf = Chime
sms-received3.caf = Glass
sms-received4.caf = Horn
sms-received5.caf = Bell
sms-received6.caf = Electronic
They are found in /System/Library/Audio/UISounds
you can get there by SSH-ing your device.