http://bugs.winehq.org/show_bug.cgi?id=33281
--- Comment #8 from Nikolay Sivov bunglehead@gmail.com 2013-04-12 04:33:47 CDT --- (In reply to comment #7)
I tested it, It displays an empty message box with an OK button.
Yes, TaskDialog has a very limited functionality right now.
I think it should be complain about missing D3D11 support.
Steam game page says it works with d3d10 if running on Vista, so you could try to disable d3d11 module to see if it changes anything. What is your prefix win version is set to by the way?