http://bugs.winehq.org/show_bug.cgi?id=25658
--- Comment #16 from Dan Kegel dank@kegel.com 2011-07-10 12:20:57 CDT --- Well... winetricks now has working nfsworld and nfsworld_mono verbs that let the game launch. The nfsworld verb (which uses .net) requires ie7. The nfsworld_mono verb requires a registry hack reg add "HKCR\http\shell\open\command" /ve /d "C:\windows\system32\winebrowser.exe -nohome "%1"" /f
So, there are two workarounds, but vanilla wine still can't start the game without them.