I hadn't tried setting an explicit override for shlwapi in the DLLoverrides. Silly me, it never occurred to me that I could ADD MY OWN DLLs. However, I noticed that shlwapi is not in the default configuration for Wine. Perhaps somebody who isn't an Anonymous Coward as far as the CVS server goes should add it?
To Francois: thanks for the quick turn-around. Kinda late over there, isn't it?