http://bugs.winehq.org/show_bug.cgi?id=23180
--- Comment #4 from Dmitry Timoshkov dmitry@codeweavers.com 2010-06-15 04:57:04 --- (In reply to comment #3)
If you know about Alt-F4: no, there isn't. But if the X is all you know about closing windows (like my test user for the app; yes, I have "lab rats" for testing!) then there is. The app doesn't have a menu bar nor a button somewehre else to shut it down. And on Windows native the X is there and does what it should.
Are you sure that pressing the 'x' button really works under Windows for this application? I'd expect 'x' be there but be inaccessible (disabled/grayed).