http://bugs.winehq.org/show_bug.cgi?id=24812
--- Comment #2 from Nikolay Sivov bunglehead@gmail.com 2010-10-21 14:10:11 CDT --- CLSID_NewMenu is responsible for building "New" submenu, accessible from desktop on windows for example.
Probably some application logic breaks cause we don't allow to create it.