http://bugs.winehq.org/show_bug.cgi?id=19188
--- Comment #8 from Dawid Hanak nugrud@gmail.com 2009-07-12 06:37:44 --- In the readme of the newest version of games we can read:
"Recommended for Windows 95 or Windows 98."
"F) WINDOWS NT AND WINDOWS 2000
It is recommended that you not try playing Close Combat IV on any version of Windows NT.
You can play Close Combat IV using any beta version of Windows 2000 but you may encounter problems playing the game on Win2000. The game was tested on every beta version of Windows 2000 available at shipping time; however, we will not be able to help you resolve any problems you encounter."
As already said setting winver of wine to win98 or win95 does not help, but I think the root problem here is indeed an incompability of this old game with winxp.