https://bugs.winehq.org/show_bug.cgi?id=30718
--- Comment #6 from Austin English austinenglish@gmail.com --- (In reply to Dan Kegel from comment #0)
The next dialog was "DXSetup.exe - Unable to find a version of the runtime to run this application". (The DXSetup.exe that was running is the one bundled with the xna40 redistributable, and you can also see this error with "winetricks xna40".)
This was caused by using dotnet40 instead of dotnet45. I've fixed this in winetricks.