http://bugs.winehq.org/show_bug.cgi?id=33149
--- Comment #4 from Dmitry Timoshkov dmitry@baikal.ru 2013-03-08 22:38:26 CST --- (In reply to comment #3)
Unchecking "Allow the window manager to control the windows" properly places the dialog window before the splash screen.
Fedora 16 with XFCE, xfwm4
Sounds similar to https://bugzilla.gnome.org/show_bug.cgi?id=648079 (although that one has been reported for Metacity). As the bug subject says, setting dialog parent with XSetTransientForHint or group leader with XSetWMHints fails if the window in request is not mapped. It needs to be verified that it's the same problem.