https://bugs.winehq.org/show_bug.cgi?id=54402
--- Comment #6 from Alex Henrie alexhenrie24@gmail.com --- Ah, I remember now: The trick is to click Skip instead of Continue on the first dialog. Then the installation hangs at the end instead of at the beginning, so you can just kill it when it's done and then open the installed program.
Thanks Alexandre for getting this working!