http://bugs.winehq.org/show_bug.cgi?id=34046
--- Comment #1 from Ken Sharp kennybobs@o2.co.uk 2013-07-13 17:21:42 CDT --- You are using an old version of Wine. Upgrade and try again.
If the problem persists, try copying the .exe to ~/.wine/drive_c/ and running from there.
Do have a URL for the program?
http://www.winehq.org/docs/wineusr-guide/bug-reporting