I've recently been trying out all the multimedia type applications I normally leave to windows in linux. I've installed some emulators and such, and I'm not having problems with some of the newly installed applications not being able to use sound. XMMS could find an audio device, but I managed to fix that by telling it to use ALSA rather than OSS. That worked, but when I check in the KDE info centre it mentions:

Sound Driver: 3.8.1a-980706 (ALSA v1.0.4rc2 emulation mode)
Kernel: Linux 2.6.5-1-686 #5
Config options: 0

Installed Drivers:
Type 10: ALSA emulation

Card Config:
Sound Blaster Audigy 2 (rev .4) at 0xe8c0, irq 19

Audio Devices: NOT ENABLED IN CONFIG

Synth Devices: NOT ENABLED IN CONFIG

Midi Devices:
0: Audigy MPU-401 (UART)

Times:
7: system timer

Mixers: NOT ENABLED IN CONFIG
^^^^^^^^^^^^^

I'm using Debian so I checked if ALSA was installed using synaptic and it doesn't appear to be... So what's the deal? Sould I install it?? I'm always wary of installing new hardware stuff in linux.

If it works you don't have to install it if you don't want to. If it doesn't work then you probably want to install it. With the debian packages not much can go wrong and if it does you can just delete them and the config files they made.