http://bugs.winehq.org/show_bug.cgi?id=23580
--- Comment #1 from Mark K markk@clara.co.uk 2011-05-28 15:05:02 CDT --- This bug is still present with Wine 1.3.15.
However, the download link at http://www.flyordie.com/boulderdash/piratesquest.html now points to http://www.flyordie.com/pub/dl/BDPQ-1_07/BDPQSetup.exe (i.e. version 1.07 instead of 1.05c).
Be sure to test with version 1.05c; the direct link for that above is still valid. Running the later 1.07 version, the full screen option is selectable in Wine. However, on selecting it or pressing Alt-Enter, on my laptop the screen momentarily switches to (a lower resolution) full-screen mode, then back again. And the full screen checkbox is un-highlighted. My laptop is currently running Xubuntu 9.10 with Nvidia driver 256.35.