As saxophone quartets have proliferated and established themselves in modern jazz–a process exemplified by the pioneering World Saxophone and Rova Saxophone quartets–new-music lovers may have found themselves pondering this question: What could be more transparently remarkable than four saxophonists playing without the aid of any other instruments? The answer, of course, is five saxophonists. By adding a fifth part to the mix, the Koln Saxophone Mafia achieves an even denser ensemble sound and the potential for thicker polyphonal textures; by concentrating on compositional form and predetermined arrangements, it avoids the musical chaos that might easily ensue. The Sax Mafia draws on the freewheeling power of the World Saxophone Quartet, but more in evidence are the containing structures of Rova, as the Germans strike a spectacular balance between true avant-garde and the satisfactions of tradition. (The Mafia is part of a tour package from the Koln Jazz Haus in Germany–the Rhine valley’s answer to the Knitting Factory–that visits Chicago tonight and tomorrow. Others on the bill include the Franck Band, a fusion outfit, and flutist Michael Heupel.) Saturday, 8 PM, Southend Musicworks, 1313 S. Wabash; 939-2848.