again... I am NOT very good at this, and someone else will probably be along with more solid advice, BUT, since I'm the first:
Instead of the marketplace (Ubuntu Software Center), I like to use Synaptic Package Manager. Apparently it is no longer installed by default, but I believe it can be installed from the Software Center. If not, it can be installed from a terminal.
https://apps.ubuntu.com/cat/applications/oneiric/synaptic/ <-- what it looks like in Software Center
=== OR ===
sudo apt-get install synaptic <-- from a terminal
Once you have Synaptic, search for pd, or pd- (to avoid all sorts of PDF programs!) Now, you can install Pd-Extended instead of Vanilla, and install GEM, and all sorts of goodies.
(in MY day, we had to install Pd-Extended by hand!)
I am able to choose my output device from Pd -> Media -> Audio Settings.
Middle mouse wheel? Ooh la-ti-da Mr Fancy Mouse Man! No, sorry, I have no idea why that wouldn't work.