http://bugs.winehq.org/show_bug.cgi?id=24924
--- Comment #17 from Dan Kegel dank@kegel.com 2010-10-30 15:39:14 CDT --- I bet that's how it behaves in Windows, too.
If it behaves differently in real Windows, i.e. if in a cmd session on real windows you do
c: cd \ path\to\DNAsp.exe
and it fails, then this bug is well and truly invalid.