http://bugs.winehq.org/show_bug.cgi?id=6384
--- Comment #14 from Dan Kegel dank@kegel.com 2008-01-08 05:42:14 --- Or, in this case, perhaps
$ rm -rf .wine $ wine iexplore url-to-your-app
Presumably this won't work because Wine's iexplore is not yet as activeX friendly as you need it to be. If so, the "right" thing to do is probably to purchase a copy of Crossover from Codeweavers; they offer commercial support for exactly what you're trying to do, I think.