Back when I had my Treo, that required me to make a new event or use a 3rd party alarm application. This resulted in me often forgetting to call my wife to wake her up at the time she specified. She learned to not trust my wake up calls.
But now, that I have the iPhone, I am now a trustworthy wake up call specialist. She gives me a time, I plug it in, it buzzes and me, I call and we are all very happy.
The iPhone, a device that makes for happy marriages.
It is pretty cool how it works. You go to the clock application, then click on the alarm icon at the bottom. Then you add a new alarm and you can schedule it to repeat on specific days, customize the alert tones, add if you want a snooze option and then scroll the little time pad up and down to the time you want the alarm to go off.
It is pretty neat.