https://bugs.winehq.org/show_bug.cgi?id=53305
--- Comment #2 from Bing Crossbow HeartwoodJack@gmail.com --- SOLVED! By the power of NOOB!
The problem was the open but minimised 'Instructor Window'. It is clearly trying (and failing, MWAH HA HA HA!) to connect to the interwebs. It then steals focus from the task at hand.
SOLUTION: Close the Instructor window if your installation is trying and failing to connect to the internet (very possibly related to Bug 50775).