Wine Helppp/

Simply wine filename.exe for most programs. (e.g. wine install.exe)

Else (If it doesn't work) you may need to follow online pages for a particular game, to add the additional libraries, etc.

And a good guide on installing DirectX 9.0c on Wine can be found here:
*www.smokinglinux.com/gaming/play-your-windows-games-with-wine-and-directx

Thank you, always wondered about this DirectX thingy