Switch to UNIX shell, get the process-ID using ps -a | grep wine, and do a kill -HUP <pid> (without the < and >). Wine will then enter its internal debugger and you can proceed as explained above. Also, you can use --debug switch and then you can get into internal debugger by pressing Ctrl-C in the terminal where you run Wine.
the Ctrl-C should be working (if you did start the program under winedbg) A+