No sound. Bummer.
Welcome to Linux sound!
Anyhow, from what you have stated so far it is hard to know where to start.
Let's start with playback.
What types of files are you trying to play back? Rg files that have audio segments, notation, both?
Let's assume notation and no external devices (keyboards).
First before you start Rosegarden:
* Open ZynAddSubFx (it is a sound generator).
-- Note: if it is not installed, install it.
* Get it to make a sound
* Select Instrument -> Virtual Keyboard
* Click on the virtual keyboard keys to see if you are getting sound.
* If no luck, I can not help you.
Now assuming ZynAddSubFx is running and making a sound
* Start Rosegarden
* Select Studio -> Manage MIDI Device
* In MIDI Playback, ensure General MIDI device is selected
* In MIDI outputs, ensure ZynAddSubFx is selected.
* Select Close
* Now draw a segment on measure 2 track 1 (mouse and left button)
* Right click on segment
* Select Open in Notation Editor
* In the notation editor, type : asdf (assuming US standard qwerty keyboard)
You should have hear you computer play four notes and you should have gotten
C D E F quarter notes on the staff.
* Press the the 'Home' key.
* Press the Play button (Triangle) on the transport toolbar.
You should here the notes play.
If not something is wrong.
I hope this helps.