I don't think I can help much in that department, but I see that you ran Wine as root ("#" means root). That's a no-no and breaks stuff. There is a way to fix what it breaks, however. I wonder if that could be part of the issue (guessing not, I just couldn't let you go running Wine as root - or else the Wine police might get you :P)
The one "trick" with .sh files I know of is to mark them as executable, or else it prompts you whether you want to view the file itself or execute it when you click it. Just right-click it, go into the properties and check off "allow to be executed as a program" or whatever. I think it's under "Permissions".
Jake
