To get the directx install properly, I recommend using the 1.1.7 or 1.1.8 version of wine. These work really well with modern games, including cod4. Just go to the front page to find the source code. These are the directions I used: http://www.winehq.org/site/docs/wineusr-guide/installing-wine-source If you google, you can also find another way to do it. Sorry I don't remember at the moment.
