Yes, you do have to jailbreak for SMS tones. It does void the warranty, but only if they see evidence of the jailbreak (a complete device reset through iTunes will effectively unjailbreak it, since it completely overwrites the system and user partitions, but an on-device reset will keep the jailbreak). In general, if the phone is broken badly enough that it's in an unusable state (shattered screen, water damage) your warranty is already history anyway.
If you want to go through with it and need some direction, just ask. I will say that it seems like your best bet for an untethered jailbreak (i.e. the phone can restart on its own without needing to be plugged into a PC -- definitely what you want) is going to be
redsn0w.