Type "winecfg" and you can change a few things, like what operating system it shows up as (XP, 2000, 98, etc.)
Depending on the program it might be really hard to get it running or really easy. I try not to use WINE for things too much.
Run it from the terminal so you can see if it gives you any more error messages or anything. Lots of times programs won't run for me because it is missing a DLL, and those can be found easily on Google.