After some search of interesting tools to play midi musics (with external devices) under GNU/Linux, I finally find an unbelievable project: Planet CCRMA at home.
They provide all needed packages for updating an environment "to transform it into an audio workstation with a low-latency kernel".
There is rich installation information on the official site.
My first aim is to discover the astonishing features of Rosegarden.
To get it fully installed, I have had to install some additional packages XML::Twig and LilyPond:
yum install perl-XML-Twig lilypond
Currently the real-time kernel does not boot on my computer, I'll surely post information about this later ...
N.B.: those instructions have been performed (at least) under Fedora 8