As of yet I'm not sure Customize will do it, I know whinterboard won't..
You could get ToneFX (it even has its own importer 
...Or you can SSH and replace them; they are in /System/Library/Audio/UISounds
ALWAYS!!! MAKE A BACKUP COPY OF THE FILES YOU REPLACE, if you do ANYTHING like this..
BTW the files you are looking for are:
dtmf-1.caf
dtmf-2.caf
dtmf-3.caf
dtmf-4.caf
dtmf-5.caf
dtmf-6.caf
dtmf-7.caf
dtmf-8.caf
dtmf-9.caf
dtmf-0.caf
dtmf-pound.caf
dtmf-star.caf
lock.caf
low_power.caf
mail-sent.caf
new-mail.caf
SentMessage.caf
sms-received1.caf
unlock.caf
Voicemail.caf
alarm.caf
And of corse the new ones you put in must have the EXACT names..
LOL! Yea, I've done it.... I just HAD to have my British hottie back speaking to me on my phone