http://bugs.winehq.org/show_bug.cgi?id=25130
--- Comment #1 from Austin English austinenglish@gmail.com 2010-11-12 13:18:46 CST --- The first problem is fixed my chmod +x'ing the exe (or marking it as trusted in the shortcut.
For the second, see http://wiki.winehq.org/PreloaderPageZeroProblem.