Great guide. Thumbs up.
Got PCSX2 up and running on Kubuntu Feisty. (Only problem was the asound-dev problem)
I started up Disgaea 2 and it worked... well mostly. The sound and emulation is almost perfect. Only that after the startup logos the screen remains black... but the game runs.
Probably because I disabled SSE2.

Guess it's back to windows for playing disgaea... (