Install the latest wine, 1.4-rc2, soon 1.4-rc3, if you haven't already. You are trying to (ab)use a .desktop file in the style of a perl script, this isn't what these files are intended for, afair windows .lnk files can be used in that way. Please run the actual commands hidden in your .desktop file and post terminal output again. Did you install windows ODBC drivers or are you relying on wine's ODBC? Did you have a look at http://wiki.winehq.org/NativeOdbc ? In general, ODBC on wine may have some limits, if it still shouldn't work, you should file a bug and provide a simple testcase.
