Turn on both bluetooth device on both cellphones. Open the photo you like and then send via bluetooth. Make sure that the other phone is just near so it can be searched by your phone. You can also send photos using MMS if you wish to send them to a person's phone who's far from you.
Maybe your mobile's LCD is busted. Have it checked on cellphone repair shops.
You can't change your message alert tones of china phone to the tone of your choice. Only message alerts tones that are originally installed on your phone are your choices. You can choose your ring tone but not the message alert tone.
On what I've heard about china phones, games, themes and other applications should be transfered by using a card reader. Installing applications by using a bluetooth device will not make these applications work.
In what series does your mobile unit belongs? What is your mobile unit?