Firstly,
What is the output of 'lsmod' at the command line? Does it show any modules loaded? I'm using Linux 2.6-test11 with an SB Live! Value and I had to 'tweak' the init scripts a bit to get it to load the modules on boot up. Previously I had it working perfectly fine built into the kernel, but I wanted to reduce the size of my kernel. Here's what lsmod shows for me (sound related modules only):
snd_pcm_oss 48452 0
snd_mixer_oss 17024 3 snd_pcm_oss
snd_emu10k1 90436 2
snd_rawmidi 20736 1 snd_emu10k1
snd_pcm 86784 2 snd_pcm_oss,snd_emu10k1
snd_timer 21568 1 snd_pcm
snd_seq_device 6468 2 snd_emu10k1,snd_rawmidi
snd_ac97_codec 52420 1 snd_emu10k1
snd_page_alloc 9028 2 snd_emu10k1,snd_pcm
snd_util_mem 3264 1 snd_emu10k1
snd_hwdep 7488 1 snd_emu10k1
snd 42564 10 snd_pcm_oss,snd_mixer_oss,snd_emu10k1,snd_rawmidi,snd_pcm,snd_timer,snd_seq_device,snd_ac97_codec,sn d_util_mem,snd_hwdep
soundcore 7040 3 snd
If you built the ALSA modules properly, as root at the command line you should be able to type "modprobe snd-emu10k1" and have it load all of those modules except for the "oss" ones. For those, just type "modprobe snd-mixer-oss". You must have selected the proper choices when building a kernel for OSS compatibility (which I recommend) in order for the second modprobe command to execute properly.
You could just build it directly into your kernel (which will work fine too) if you don't mind the increased kernel size. That's the easiest thing to do. Otherwise you'll have to do a bit of mucking in either the /etc/rc.d/rc.modules or the /etc/rc.d/rc.alsa scripts. And I'm guessing you probably won't want to be doing that.
And if you're curious, my /etc/modules.conf looks like the one recommended by the ALSA webstite:
#-----
alias char-major-116 snd
alias char-major-14 soundcore
# ALSA portion
alias snd-card-0 snd-emu10k1
# OSS/Free portion
alias sound-slot-0 emu10k1
# OSS/Free portion - card #0
alias sound-service-0-0 snd-mixer-oss
alias sound-service-0-1 snd-seq-oss
alias sound-service-0-3 snd-pcm-oss
alias sound-service-0-8 snd-seq-oss
alias sound-service-0-12 snd-pcm-oss
#-----
But like I said, it's probably going to be easier for you to build the ALSA support directly into the kernel.