Due to unfortunate circumstances I've recently had to deal with Windows software and as a Unix user that of course meant using Wine as the first line of defense (the second is VirtualBox with a trial version of Windows 2008, which you can freely download from Microsoft.).
Wine doesn't always work when you have your locale set to something other than English. If in doubt, try:
$ LC_ALL=C wine /your/program.exe
At least I found that this was needed to make the self-extracting Windows installation DVD work.
