1. Go to the Synaptic Package Manager, search for "m-audio", you'll find midisport-firmware. Install.

I think that after installing midisport-firmware Ubuntu should already detect the devices and remap them, but as seem that it's not doing it, then:

2. Open a Terminal, and type "lsusb". If the device is connected you should find something like Bus 005 Device 005: ID 0763:1014 Midiman

3. Type this (but with your bus/device): sudo fxload -D /dev/bus/usb/005/005 -s /usr/share/usb/maudio/MidiSportLoader.ihx -I /usr/share/usb/maudio/MidiSportKS.ihx