http://bugs.winehq.org/show_bug.cgi?id=24550
--- Comment #8 from dE de.techno@gmail.com 2010-09-30 09:14:21 CDT --- (In reply to comment #2)
Codeweavers supports this, see http://media.codeweavers.com/pub/crossover/case_studies/WineAndSecurity.pdf If you don't want to roll your own jail, give theirs a try.
Then I think we should close the bug.
Anyway, a simple program to delete all files, will do damage if run as normal user.