A scheme of the generation of entangled qutrits is presented, and then is generalized to entangled ququads and entangled qudits. With the entangled qutrits, an experimental scheme of probability superdense coding with only linear optical elements is proposed. It is shown that this scheme will be suitable for the entangled ququads, even for the entangled qudits if some nonlinearity is used. This scheme is feasible in the laboratory with the current experimental technology.