http://bugs.winehq.org/show_bug.cgi?id=29595
--- Comment #3 from Mark K markk@clara.co.uk --- This issue is still present in Wine 1.7.20.
The fix should be quite simple: when populating a new wineprefix directory, create a registry key HKLM\Software\Classes\Applications\iexplore.exe\shell\open\command with value data "C:\Program Files\Internet Explorer\iexplore.exe" %1
After manually creating that registry key, I could run Jukebox.exe and get to the splash screen.