http://bugs.winehq.org/show_bug.cgi?id=12302
--- Comment #25 from Mikko Korkalo mikko@korkalo.fi 2008-04-27 08:03:20 --- Jim: I don't believe UDP checksum has nothing to do with it. In the capture, you see bad checksums because the driver offloads checksum calculation to the network card (thus wireshark sees all checksums as zeroes which causes it to say they're invalid).
I think it is just a coincidence that the ethtool command had effect: sometimes there is no lag, sometimes there is. How long did you try playing after issuing the command?