http://bugs.winehq.org/show_bug.cgi?id=19887
--- Comment #5 from Vitaliy Margolen vitaliy@kievinfo.com 2009-09-01 21:25:00 --- (In reply to comment #4)
env WINEPREFIX="/home/jim/.wine" wine "C:\Program Files\HMRC\Employer CD-ROM 2009\EmployerCDROM.exe"
Have you changed your CWD to the directory specified in the .desktop file?