http://bugs.winehq.org/show_bug.cgi?id=14287
--- Comment #21 from A Wine user RandomAccountName@mail.com 2010-06-29 11:37:10 --- Looks like the patch was committed as 6a07cfeb525bed26cc92b5530f678b707a5b48e2, and the installer starts up with builtin msxml3 in wine-1.2-rc5-80-gee68473. Thanks!
The next problem appears to be in mshtml.