http://bugs.winehq.org/show_bug.cgi?id=10472
--- Comment #13 from Claudio Freire freireclaudio@yahoo.com.ar 2012-05-16 17:15:38 CDT --- What do you mean by "no download"? I linked a RAR with all the dependencies and the link is still alive (I just checked).
My last comment of 2009 is as far as I've gotten regarding this. Wine's behavior is as advertised on the Platform SDK, so the reason for the different behavior is probably not directly related to the dialog but by how paths differ between wine and real windows, probably being longer in linux.
I could suggest to make the dialog choose the shortest path from all the possible ways of representing them: absolute vs relative, and different ways of reaching the file from different drives. In my case, I always have C/D pointing to real windows partitions, X: pointing to my linux home, and Z: pointing to linux's root FS.
But, since behavior is correct regarding the Platform SDK, if you were to close the bug, I'd close it as invalid.