I like the Sound Blaster MIDI Adaptor/Game Port cable. Rock solid 1In-1Out MIDI interface. I've had mine since MS-DOS 2.1, however long that's been. It's worked with every Sound Blaster card since then, including my current Audigy2 ZS PCI card. I think it uses the MP-401 interface under Alsa.
I've used it with Mandrake, Debian, and my current Fedora 12 OS. Rosegarden and other SF2 loading programs work fine with the Audigy2.
My opinion is that the Audigy2 is an excellent low-end card. The comments below are all accurate. Look for the ASFXload program or whatever it's called now and use it to save the settings on the Audigy2 when shutting down and restarting the computer.
Otherwise, you'll have to open up Alsamixer to reset your volumes and set the card to analog output everytime you reboot (unless you prefer digital output.)
'The Other' Stephen Stubbs.