http://bugs.winehq.org/show_bug.cgi?id=12923
--- Comment #13 from Roderick Colenbrander thunderbird2k@gmx.net 2008-05-10 11:25:09 --- Actually I think that bug 12923 is a duplicate of this one. Let me quickly explain the problem.
At some stage CreateContext is called to create an OpenGL context. It uses info passed to it at D3D device creation time to WineD3D_ChoosePixelFormat to choose a pixel format. WineD3D_ChoosePixelFormat works fine.
The issue is I think that the program manually attaches a 'depth stencil surface' using SetDepthStencilSurface. Check if that is called. The call should recreate an OpenGL context using the proper pixel format. Right now SetDepthStencilSurface is not doing this at all. The reason is just a leftover of the old pixel format limitation. When it was around the only format we had always had depth and stencil.
So check if SetDepthStencilSurface is used to manually add a depth/stencil buffer.