Hi friend: in windows install asio4all in linux install a kernel with low
latency.Assign in the audio device...
Best Regards

Chile

Jose'

If you are using a newer Ubuntu, Intrepid or Jaunty, you don't need the low latency kernel, you just need to enable realtime permissions for audio programs like jack or pd.  I use the stock kernel on both my Core 2 2.5Ghz laptop and P3 500Mhz wearable and get 8-20 ms audio latency with fast midi as well.

Note: I still get kind midi stutters using seq24 but that might be seq24 and not alsa midi since the hardware midi in and out works fine.

Here's the settings I use for realtime permissions (from an old Ubutnu Studio wiki)

enable realtime:
sudo su -c 'echo @audio - rtprio 99 >> /etc/security/limits.conf'
sudo su -c 'echo @audio - memlock 250000 >> /etc/security/limits.conf'
sudo su -c 'echo @audio - nice -10 >> /etc/security/limits.conf'

(Intrepid & Jaunty) add 'audio' group
sudo addgroup audio
sudo addgroup yourusername audio

restart

I have been meaning put all of my setup info online and will soon, but I need to work my website first ... then I can link it back to the pd wiki.