http://bugs.winehq.org/show_bug.cgi?id=14275
--- Comment #13 from Damjan Jovanovic damjan.jov@gmail.com 2009-01-04 01:32:46 --- The only way I can see to increase RLIMIT_MEMLOCK is this:
$ sudo bash # ulimit -l unlimited # su <user> $ export USERNAME=<user> $ wine ...
Replace <user> with your usual username, and give it a try. I am not a bash expert, I can't guarantee it won't hose your ~/.wine (or other) permissions.