I think the conclusion last time we looked at this was that this is actually a characteristic of Explorer, not Windows, and so it's really caused by the fact that most Wine users run the apps from the command line not via the shortcuts. If you run Dungeon Keeper in the wrong way from the command line in Windows it'll crash too IIRC.
Yes this is what I wanted to test as I brought my Windows laptop home: i.e. start the application from the Explorer, from a shortcut, from a DOS windows, from a .... a get in all cases what 'argv[0]' is and the current work dir.
Lionel