The initial texture conversion during the installation of 3DMark2001SE is broken, too. It complains about unknown format WINED3DFMT_DXT1.(sry, don't have the exact traces here atm). I guess it could be the same problem like the "maximum texture size" problem you already fixed( aka, GL_{SUPPORT,LIMITS} not working because d3d8 doesn't use the capability code from wined3d).
Yep, 3dmark2001se got broken tooe (the installer). I'm aware of this issue and that's why I started working on proper GL_SUPPORT/LIMITS code. D3D8 will use the opengl capability code of wined3d and then the 3dmark2001 issue will be gone. I just tried the 'full' d3d8 patch (the one from oliver) and it seems to have the same issue in max payne. I need to find out what causes it.
Roderick