http://bugs.winehq.org/show_bug.cgi?id=25138
--- Comment #2 from Dan Kegel dank@kegel.com 2010-11-12 21:47:09 CST --- Doesn't help. I think they expect the user to accept when the game installer offers them directx9.
This is a purist bug report, i.e. it relates to running the game while obeying the MS EULA by not using any MS DLLs.