Electronic Wind Instruments are to the wind instrument player what an electric guitar is to a guitarist, or a keyboard synthesizer is to a piano player. I used to own a Casio DH-100, which is a rather cheap little thing that looks like a toy saxophone, but it's quite a bit of fun to play around with, and it does have midi out so you can plug it into your computer or a synth.

This website has information on building your own wind controller, even down to building your own wind pressure sensor. The sound samples on the website are incredible.

Some of the details are rather sketchy, but with some experimentation I am sure you could make your own.