http://bugs.winehq.org/show_bug.cgi?id=20466
--- Comment #6 from Vincent Povirk madewokherd@gmail.com 2009-10-30 15:25:40 --- It looks to me like you did that right.
You have to attach to the process before the crash dialog appears. If the dialog appears immediately when you start the program, you'll have to do this another way.
It could also be that some other (newly-created) process is crashing, or that the error isn't really a crash at all.