I'm a big noob to ubuntu and having to run wine with windows applications, but I'm trying to download some indie games and 99% of them come up with an error message that insufficient data is not allowing the apps to run. I've tried re-downloading the games, no luck. I've tried setting the preferences to allow the files to be executable (the solution I've seen here most often) but that doesn't work either. Any tips? I'm running Ubuntu 14.04 LTS.
If you are new with ubuntu, I recommend you to use Playonlinux to easy setup Wine.
sudo apt-get install playonlinux
It has a good catalogue of popular games and Windows applications.
Each Windows Application is different and may works well with an specific wine version, if you want to do it the right way, you could search for compatibility details of each one on https://www.winehq.org/ based on user tests and comments.
With PlayOnLinux you can easily make a separate profile (wineprefix) for each windows applications using different wine versions, requirements and configuration.
Many indie games on steam are available as native Ubuntu software.
sudo apt-get install steam.
Steam requires a free registration.