http://bugs.winehq.org/show_bug.cgi?id=12387
--- Comment #8 from Tom Stellard tstellar@gmail.com 2008-04-25 22:14:26 --- (In reply to comment #7)
"I don't think installing DirectX with civ4 has ever worked on wine. However, you don't need to install DirectX to install the game, you can just click cancel when it asks you to install DirectX and continue on with the rest of the installation. I was able to successfully install Civ4 after canceling the DirectX installation with wine version 0.9.58."
When I tried to do the same thing, I was unable to proceed. Hitting "Cancel" either before it tries to install DirectX, at the license agreement, or after all cause the install to fail.
Can you tell me the error message you are getting when you try and run the installation.