Use Timidity or Fluidsynth. (they are software midi synths)
Timidity is the one that is most used but it is very difficult to set up. (I have never got it working)
(I think Mandriva has timidity as an RPM - i previously used Mandrake 9.1 and it had timidity. i use Gentoo and Slack now)
FluidSynth uses Sound Font 2 wavetables and it certainly does work (except when I used it it did have a few minor annoyances: you'd need to type reset at the fluidsynth console every time you played a new midi file; it gobbles up a lot of memory depending on the sf2 size; and it grabs the sound card because no arts or esound support...)
Links:
http://timidity.sf.net/
http://www.fluidsynth.org/ (seems to be down)