[Bug 23153] OS X cannot redirect steam:// URL to Steam.exe

https://bugs.winehq.org/show_bug.cgi?id=23153

[e-mail] changed:

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--- Comment #4 from [e-mail] ---
This is not a wine bug. This is an unimplemented feature.

This feature can't really be implemented, because only actual mac apps can open
URLs (or files), and Wine is not a real Mac app.

You should be able to install the HD pack by running:

wine iexplore

and putting the Steam URL in the address box there.