Open a terminal and type which cabextract and then see what gets returned. My first guess would be that you need to install cabextract or you need to put it in your PATH. Are you installing DirectX 9.0c? I did that and it seemed to cause more problems than solutions (at least for Team Fortress 2 and other HL2-based games). I wound up deleting my prefix, reinstalling wine, and now run without the DX9 installation...it runs leaps and bounds better. If you really want to try DX9 though, here is a great guide: http://howto.landure.fr/gnu-linux/install-directx-9-0c-on-linux-using-wine