First of all, what's your Wine version? Ubuntu's wine package contains 1.0.1, which is VERY old. Try upgrading to 1.1.41 if that appears to be the case. If it's up to date, read on.
Where did you download the installer? Open up a terminal, use the "cd" command to navigate to the directory where you downloaded the installer (you can use "man cd" to get a manual ("manpage") on the cd command), then type "wine name_of_installer.exe" (without quotes).
The app will try to run just like before, but this time it should spew out a bunch of output. Copy and paste that information here.
