http://bugs.winehq.org/show_bug.cgi?id=22977
--- Comment #4 from Nikolay Sivov bunglehead@gmail.com 2010-05-31 12:40:06 --- (In reply to comment #3)
There is no Terminal output after entering wine C:\Programme\SDP\ Multimedia\SDP\ Downloader\SDP.exe
So you're not running from application directory. 'cd' to it first and try again.