http://bugs.winehq.org/show_bug.cgi?id=9523
--- Comment #1 from Vincent Povirk madewokherd@gmail.com 2007-08-29 23:01:57 --- http://msdn2.microsoft.com/en-us/library/ms647875.aspx
Apparently SHPathPrepareForWriteA needs to create directories for the installer?