I want to make sure that this problem is well understood. Also to make it clear that Wine differs from windows in this really important aspect.
For more details, you can refer to the following thread: http://www.winehq.org/hypermail/wine-devel/2005/04/0426.html
It needs to be fixed at least on the server level (I have sent a patch for one of the possible solutions). Then we can get ntdll to follow the suite.
For a test see attached program. You should be able to run it on windows with administrative privileges. As you can see, this is something very dangerous yet perfectly legal, at least on win2k sp4.