The MP3 format has a very wide range in subformats. Mobile phones don't support every subformat. So that might be the cause. Messenger Plus! uses a specific subformat of the MP3 standard.
Also, MP3 sounds played on your computer might sound differently than played on another device (which isn't designed to totally correctly play the sounds as it doesn't have that big quality speakers; afterall, it's still a phone, not a jukebox
)
Try to convert the MP3 to a format which is reconized by your phone. And with format I don't mean the MP3 standard, but the correct subformat of the MP3 standard (supported by your phone).
eg: It might be that your phone doesn't support all the frequencies and the variable bitrates used in many custom sounds of Plus!.