http://bugs.winehq.org/show_bug.cgi?id=10997
--- Comment #7 from Dmitry Timoshkov dmitry@codeweavers.com 2008-01-03 05:06:17 --- I just tried to replace "My Pictures" by "My Pictures2", and it failed. It looks like a general not related to locale problem.
Does it work for you with pure ASCII characters?