There does not seem to be an easy way to fix this.
phoibos found this discussion linking to to Gnome bug report #649087.
We might see this working in a future Gnome version (current is 3.2.1 in Ubuntu 12.04).
Now follows the answer for the initially misunderstood question:
If you have two or more different wine programs running the wine icon should get extended and show a small triangle below it. From there you can switch programs with <`> shortcut. That is plus the left key of 1, above the key.
Now if you are not having the triangle then wine is only seeing your program as one single window. In this case I don't think there is an easy way around..