Simply entering the names in the phone's address book is all you need to do. One suggestion is to try to stick to alpha-numeric characters and stay away from symbols.
My favorite headset at the moment is the Body Glove BlueVoice -
http://search.ebay.com/bluetooth-bod...ofocusZunknown
Not being a Mac guy, I'm not sure I can help you with good programs for ringtones, etc. Motorola's Mobile Phone Tools is very good, but only runs on the PC.