http://bugs.winehq.org/show_bug.cgi?id=34041
--- Comment #19 from zoroaster zoroaster@inode.at 2013-09-17 14:19:42 CDT --- (In reply to comment #18)
This discussion is a bit old and is about a crash on exit instead of a hang but maybe it has something useful. http://forums.nexusmods.com/index.php?/topic/780499-skyrim-crash-on-exit-wit...
The thread seems to describe the problem and someone suggested to use the Unofficial Skyrim Mod that fixes a lot of ingame bugs but others mentioned that this does not help with this problem. Maybe it is really a software bug in Skyrim but I have no native Windows installation to test it.