First in winetricks install vcrun2008, vcrun2005, dotnet20 Make sure the game in uninstalled! not just failing but through setup, you've uninstalled it. Follow these instructions: http://www.2kgames.com/borderlands/activation/ This should take care of securom- let the program it runs eat your cpu while you install. This should make the game work, it didn't for me but I do lots of weird things. Give it a shot!
