First of all, can you connect to the MS SQL Server via tsql (comes with FreeTDS, see also osql)? If that doesn't work, you have some config problem. PLease read the troubleshooting section in the freetds user guide. Which wine version? Which winetricks did you use, especially which dotnet versions? Are you using Windows Mono or .NET? What is the exact error message regarding failed connection? If you have got the source code of the application, you might even try to recompile it with the linux version of Mono.
