That is a well known kit but why would you want to go that way? It's too expensive for learning enough to a controller.
http://www.pjrc.com/store/teensypp_pins.html
http://www.pjrc.com/store/tutorial_kit.html
And then buy jumper cables and breadboard on ebay.
There are good tutorials on teensy website. This was the way I've made it.
If you buy the netduino you can't forget that doesn't make direct MIDI so you'll have to get more shields... Teensy does direct MIDI without need for anything else besides basic electronics like buttons.
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