Nope. I do have to use OSS instead of ALSA,
Doesn't help.
or it will hang right at the point where the "Join Game" button should get shown, but it never gives me the "nested exception on signal stack" error. It might be usefull to add a few traces to the debug log, eg +d3d9,+d3d,+seh and maybe others depending on what that shows you.
I've attached the trace - I see some texture-related errors before the exception is thrown. http://bugs.winehq.org/show_bug.cgi?id=4745