Sounds like a module is not being loaded. What does "lsmod | grep seq" produce? I don't know which driver an audigy uses for midi but you could try "modprobe snd-seq-midi-emul.ko" and see whether that makes the needed seq device...

I'm experiencing the same problem with FC3 on my DELL Latitude 
"lsmod | grep seq" produced the following:
snd_seq_device         9228  1 snd_rawmidi
snd                   55396  11
snd_es1968,snd_ac97_codec,snd_pcm_oss,snd_mixer_oss,snd_pcm,snd_timer,snd_mpu401_uart,snd_rawmidi,snd_seq_device

"modprobe snd-seq-midi-emul.ko" produced:
FATAL: Module not modprobe snd-seq-midi-emul.ko found.

Jeff Shrowder

"modprobe snd_emu10k1_synth" fixed things for me.  I have an Audigy2
ZS.  I am still thinking about how to make it load automatically.

Comment #2:
I suspect you are seeing a different problem (you don't have an emu10k card for
a start). I don't know for sure, but I don't think es1968 based card have 
hardware midi so you will have to have midi software that outputs to the regular
/dev/dsp device. Try asking on the fedora-list mailing list...

Jeff: do not add ".ko" for modprobe

This may be related to bug #139315 (x86_64 system...)

I have a problem similar to Nicola.
I have a Notebook Travelmate 8005 with soundcard: 
Intel Corp. 82801DB/DBL/DBM (ICH4/ICH4-L/ICH4-M) AC'97 Audio Controller
And I use the module:
snd-intel8x0
(automatic Fedora Core 3 installation).
Midis software give me the following message:
/dev/sequencer: No such file or directory
I installed TiMidity++ and THIS plays midi! But it use a internal
sqeuncer software. So I try tu use timidity as "daemon" to intercept
midi calls with the command:
timidity -iA -B2,8 -Os -EFreverb=0
but I get error again.

TEMPORARY SOLUTION
Finally I use the suggested command (by Sitsofe Wheeler but whitout .ko)
modprobe snd-seq-midi-emul
and then I insert again the TiMidity server mode command:
timidity -iA -B2,8 -Os -EFreverb=0
And it works!
It is not so confortable. It is a patch but not a solution.

ADDITIONAL NOTES
lsmod | grep seq
give me nothing!

without Timidity++ in server mode execution 
- Kmid gives me:
There are no midi ports !
- pmidi -l gives me empty table (http://prdownloads.sourceforge.net/pmidi)

Well, there are problems yet. I hope to be usefull.

reassigning to kudzu

OK, so we've got multiple different reports here.

Jeff and Tommy; you're loading a software midi device; those will
never be autoloated by default; modules are only autoloaded for
present hardware.

Cameron and Nicola - what is your modprobe.conf and modprobe.conf.dist
look like? There should be a line in modprobe.conf.dist that says:

install snd-emu10k1 /sbin/modprobe --ignore-install snd-emu10k1 &&
/sbin/modprobe snd-emu10k1-synth

Is this not working for you?

I'm also finding that the snd_seq module isn't being loaded
automatically when I plug my USB midi device in, resulting in messages
from applications like Nicola was seeing:

ALSA lib seq_hw.c:446:(snd_seq_hw_open) open /dev/snd/seq failed: No
such file or directory

modprobing snd_seq in by hand seems to be a work-around, but I'm still
not getting any midi data from the device.

I had similar problem on FC3 i386/i686 with SBLive

Ooops, I meant to include a link to my comment on the related bug:

https://bugzilla.redhat.com/bugzilla/show_bug.cgi?id=139315#c12

(No /dev/sequencer in FC3 i386/i686 with SBLive)

*** This bug has been marked as a duplicate of 147367 ***

That previous action seems to be a mistake, since it points to a completely
unrelated bug. Can you please reopen this bug?

Whoops, typo.

*** This bug has been marked as a duplicate of 147637 ***