http://bugs.winehq.org/show_bug.cgi?id=32037
--- Comment #19 from Oliver Nacke wine@fractal.bz 2012-10-27 12:38:12 CDT --- *DOH*
While trying to track the issue down, I even stumbled upon some failed WMCreateReader() calls in the logs and _did_ install wmp9, but it then crashed somewhere else. Probably because my wineprefix used for testing was already broken due all the things I tried.
However, I started over with a fresh prefix, installed xact_jun2010 and wmp9 via winetricks, installed the game and yes I can confirm, it finally works!
wine 1.5.16 debian squeeze