You'd probably have to hack into the game to change the rasterizer state to wireframe mode. Many game trainers (basically memory hacks which are used for cheating) offer D3D hooks which allow you to *switch on* wireframe mode, but that depends on the DX version too. AFAIK many DX9 onwards games have trainers like this available. Anyways, wined3d as it is right now can't decide the rasterizer state of any game by itself. wined3d will merely do what the game tells it to do, so you'll have to modify the game itself (via methods like the one described above), or if you have the source-code of the game, then change its default rasterizer state. fwiw, I don't advocate the former method as it's basically cheating in-game.
Cheers,