I've never tried to connect an external midi device to linux, so don't really have any insight into your problem. Note there is an another Creative-specific open source driver at
which might be worth a try. Or maybe the forums there have some useful info.
You could also try a 2.6 series kernel, which has ALSA built-in, but again I have no actual evidence that would fix anything.
If you are really stuck linux also has a usb-midi driver, and Roland make (made?) usb to midi adapters. Still, what a pain.