I think that you've left out part of the documentation.
Please note that a SoundBlaster card alone will not work. You need an external synth connected to the MIDI interface. (Unless you plan to use MT-32 or GM emulation on an AWE- card - more about that below).
And if you scroll down, you'll find information on how to use AGIMIDI without any external hardware.
MT-32 or General MIDI emulation on an AWE-card
If you have a SoundBlaster AWE32 or similar card, you may want to try emulating MT-32 or GM by loading the special drivers that came with your card.
IMPORTANT: In this special case only, you must configure AGI-MIDI for Roland, even though the hardware really is a SoundBlaster card!
I also recommend that you thoroughly read the manual for your card. It can sometimes be tricky to get it to work. It is probably not possible to run under Windows at all. Try to boot DOS as cleanly as possible. Unload all resident programs, except the drivers for the sound card. Memory managers (like EMM386 etc.) are likely to cause trouble, and should be removed.
Now, the above information refers to DOS and EMM386 - it's talking about some classic software there, and was written for using AGIMIDI on rather classic hardware. Depending on what hardware and operating system you're using, though, things can actually be easier. Last time I used AGIMIDI, I found that it would happily send data to the virtual MIDI port created under Windows, and so I could run a DOS game from a command line, while Windows managed the sound.
One last point - Anders, the author of the tool, is registered here on the Quest Studios forum
. He hasn't been active for a few years (last post in 2005? How time flies!) but you could always try dropping him a message and see if he replies, if you have any questions.