Make sure you have your universe repository enabled, then:
sudo apt-get install winetricks
Winetricks is an easy way to work around problems in Wine.
It has a menu of supported games/apps for which it can do all the workarounds automatically. It also lets you install missing DLLs or tweak various Wine settings individually.
It can be used via gui or commandline, whichever you prefer; the commandline mode is particularly useful as a building block in fancier wine frontends and in automated regression testing.
Here are a few tips on using Wine with Winetricks:
Installing - More about Wine and Winetricks and how to install them
RunningInstalledApps - How to run apps installed with Winetricks
FeaturedGames - Screencasts of installing and running a few apps with Winetricks
ResettingScreenResolution - What to do about games that don't restore the screen resolution
And, for people not afraid of a little programming:
AddingNewVerbs - how to extend Winetricks to support your favorite apps