http://bugs.winehq.org/show_bug.cgi?id=23378
--- Comment #2 from Javier Kohen jkohen@users.sourceforge.net 2010-09-16 12:03:40 CDT --- (In reply to comment #1)
I get the same thing with steam as well. Any time a desktop icon is created, it uses the rungame id thing, which causes an error message about an incorrect url. Most definitely confirming.
Daniel, there's a workaround for that part of the problem. Add an URL handler for the steam protocol to your desktop environment and have it run: wine "c:\Archivos de Programa\steam\steam.exe" %s