It's most likely a feature that isn't implemented in wine.
What version are you using?
When you type in wine -v make sure it's saying
If not upgrade. Things in the wine world happen quickly
By the time you read this there might be a new wine out, since one is due in the next few days. Check www.winehq.org
for the newest version. There is one release/month.
If that still doesn't work, tell us what program you are tring to run? and maybe someone will have an idea of how to get it up and running