To change Ringtone/Notification tones, press Home key > Menu key > Customization. Choose what to change then choose the ringtone you want.
You can also find this on the user manual page 11. Download it on ZTE Majesty page. (Link is on the bottom part of the page)
Let us know if you were able to change it. :)
I am actually undergoing the same technical difficulties.
Only my Majesty will ring for incoming calls, will make sounds when I type, and will even vibrate for my notifications. However it will not make a sound to let me know I have notifications, waiting to be responded to.. I've checked every setting that has to do with sounds and notifications, but they all say my volume is at a Max. It is really beginning to get to me. I've downloaded apps, restarted my phone, re-activated my phone, even changed my notifications ringtone and absolutely Nothing.