i have got an iphone 4 today , the same make model everything asmy wifes phone , but on mine there is only 1 sound for sent mail and new mail , but on my wifes phone she has the option to change the tones, so what wrong with mine.

Go to Settings > General > About > Version.

Yours probably starts with a 4, your wife may have updated to iOS5, which brought in extra tones. To update your phone, plug it into your computer using the white sync cable, launch iTunes (ensuring you have version 10.5) and then click on the name of you phone in the side back and then on Check For Updates in the middle of screen. It should tell you that iOS5 is available for you to update to.