http://bugs.winehq.org/show_bug.cgi?id=21615
--- Comment #4 from Casey Jones jonescaseyb@gmail.com 2010-02-07 21:58:34 --- I forgot to mention that the same thing occurs without the virtual desktop. But to answer your question, it does this before running a game or anything.
It happens as soon as Steam is started. I even had this behavior with the login window.