Perhaps I'm missing the mark, but I think that error just means that you don't have "execute" privilege set on that file for your user. Try this in the '/home/davide/Scaricati' directory (it looks like you're there already): #> chmod 755 directx_9c_Dec04sdk.exe Then try installing again: #> wine ./directx_9c_Dec04sdk.exe (or whatever special instructions you were following). Good luck!