http://bugs.winehq.org/show_bug.cgi?id=625
--- Comment #14 from Vitaliy Margolen vitaliy@kievinfo.com 2009-08-11 08:32:11 --- (In reply to comment #13)
Probably winemenubuilder should create all shortcuts with "wine start program.exe" to resemble running the program via explorer.
No, that won't work. You can't run it with full path. It literally have to be: cd <outside of directory with program.exe> wine start program.exe
This which won't work for most other apps.