http://bugs.winehq.org/show_bug.cgi?id=25481
--- Comment #5 from Per Johansson per@morth.org 2011-08-10 14:35:03 CDT --- Created an attachment (id=35913) --> (http://bugs.winehq.org/attachment.cgi?id=35913) Patch winemenubuilder to use start.exe instead of winebrowser for urls
Actually start.exe does the right thing, so the problem seems to be that winemenubuilder is hard coded to winebrowser. Try the attached patch (it works for me). It will only work for newly created desktop items (i.e. go into steam and select "Create desktop shortcut" again)