http://bugs.winehq.org/show_bug.cgi?id=8500
vitaliy@kievinfo.com changed:
What |Removed |Added ---------------------------------------------------------------------------- Status|UNCONFIRMED |RESOLVED Resolution| |WONTFIX
------- Additional Comments From vitaliy@kievinfo.com 2007-25-05 15:09 ------- Wine does not directly support "double-clicking" an any exe files. So this is the problem with your distro configuration. More specifically, whatever starts Wine this way have to change into the directory with said "exe" file before running Wine. This will require some sort of script.
So in other words - open bug with your distro about this. Wine can't solve this problem for you.