Actually this has happened to me before as well, sometimes it downloads, other times it doesn't... Where is gecko downloaded from when wine iexplore is executed in a terminal anyway? If it is being downloaded from sourceforge then the problem might be the server that is being used to download the file from. Some sourceforge servers just won't respond for me when I try to download files from them, I usually always have to switch the download server to Dublin, Ireland to get the file that I am trying to download...
