Since this works here too,I sent a patch to wine-patches. Changelog: Display icons of executables in the OpenFile dialog boxes.
Maybe not only OpenFile dialog boxes will be affected.
BiGgUn and Martin Fuchs for credits.
I tried and imported the following entries in the registry:
[Software\Classes\.exe] 1055664996 @="exefile"
[Software\Classes\exefile\DefaultIcon] 1055665049 @="%1"
But the last problem is for executables without icons inside of them. The wrong default icon is applied.