http://bugs.winehq.org/show_bug.cgi?id=22434
--- Comment #5 from Stefan Dösinger stefandoesinger@gmx.at 2010-04-23 02:31:09 --- I suspect that your card doesn't support D24S8 depth buffers. I recently accidentally broke the ability to fall back to a different format. It wasn't the patch Wylda found, but rather a fairly recent one.
You can confirm this by editing dlls/wined3d/swapchain.c. Somewhere around line 815 there's a line like this: swapchain->ds_format = getFormatDescEntry(WINED3DFMT_D24_UNORM_S8_UINT, gl_info);
You can try to replace WINED3DFMT_D24_UNORM_S8_UINT with WINED3DFMT_D16_UNORM and see if this fixes the problem.