yep modules look fine, looks like you just need to connect the midi controller to pd via alsaconnect. There's a GUI to do this : http://www.iua.upf.es/~mdeboer/projects/aconnectgui/
should be packaged in the Ubuntu repos

do you have the alsa module snd-seq loaded ?
check with the command lsmod,
if not, you shoud "sudo modprobe snd-seq" and restart pd
Usually it's not enabled by default

If you don't know what you're doing, better that you don't point to the Debian repositories, one mistake and you will toast your OS.
But nevermind, after some checking everything is already packaged for Ubuntu, but you must enable the Universe repositories to see them (----> synaptic/apt user manual)
http://packages.ubuntu.com/edgy/graphics/pd-pdp
http://packages.ubuntu.com/edgy/graphics/gem

works great ! not even CPU greedy, very fun stuff

No need to compile any .exe to do this : just make sure that the .pd extension is associated with pure data (right click/properties/open with),
Then put a shortcut to the .pd document you want to open in the Programs/startup folder ( from your start menu)

Here's my linux batch that restores midi and audio setup, opens the default patch, then it waits 5 seconds for pd to initialize and then connects my Behringer controller with aconnect.
Will not work on OSX though (no alsa/OSS but coreaudio),

#! /bin/sh

pd -oss -alsamidi -mididev 1 -open home/xxxxx/Main.pd &
sleep 5
aconnect 'BCR2000' 'Pure Data'

They are packaged in Debian Etch - might or might not work on Ubuntu Edgy, but should be worth a try :
http://packages.debian.org/testing/graphics/gem
http://packages.debian.org/testing/graphics/pd-pdp
http://packages.debian.org/testing/sound/pd-zexy

It ooks like this installer relies of a libjack version that is now obsolete in Ubuntu.
this installer is not a .deb package, it does not check for the dependencies.
You should install the package from your distro instead :
http://packages.ubuntulinux.org/edgy/sound/puredata
+http://packages.ubuntulinux.org/edgy/sound/pd-zexy
or grab the source and compile it for your system.

Very good, thx !