I have a midi keyboard plugged in. I have an output on /dev/snd/midiXXX when I play on the keyboard. So this part seems ok.

I managed to get sounds with soft synths (Timidity, fluidsynth, ...) but it takes about 1 sec for me to hear the notes after I pressed them... not very good for playing music

I have a SB Audigy and an onboard chip so I think it can be possible to use one of these as synth (that way I assume there wouldn't be such a delay). I tried everything I could think of but there might be something wrong with my ALSA configuration. Here is sndstat:

Is there any way to get something after Synth devices: other then NOT ENABLED IN CONFIG ???

Hope someone can help me out with this !

You probably need realtime. Use jack and qjackctl as root to have this. You'll also need to load the NSA linux security module (!).
You can also try to run synths as root with high priority, ex.:
nice -n -20 fluidsynth

I managed to do it with this command:
sudo timidity -iAv -Os -B2,8 -j

then connecting the ports with:
aconnect 80:0 128:0

Thx