[root@localhost Desktop]# wine httrack-3.33.exe
wine: creating configuration directory '/root/.wine'...
err:module:load_builtin_dll failed to load .so lib for builtin L"gdi32.dll": libstdc++.so.5: cannot open shared object file: No such file or directory
err:module:import_dll Loading library gdi32.dll (which is needed by L"c:\\windows\\system\\user32.dll") failed (error c000007a).
err:module:import_dll Library user32.dll (which is needed by L"C:\\windows\\rundll32.exe") not found
err:module:LdrInitializeThunk Main exe initialization for L"C:\\windows\\rundll32.exe" failed, status c0000135
wine: wineprefixcreate failed while creating '/root/.wine'.
[root@localhost Desktop]#

I have installed wine.
My system is FC4.

Wine doesn't support every Microsoft Windows application. It seems clear from the error messages that Wine is missing its substitutes for various Windows files required by your application. More information about the applications that are supported by Wine can be found at:

winehq.org

"err:module:load_builtin_dll failed to load .so lib for builtin L"gdi32.dll": libstdc++.so.5: cannot open shared object file: No such file or directory"

I've had errors about .so.5 before, because FC4 has so.6 However i managed to find a fix in where to download so.5 and it allowed me to compile something that wouldn't before.

yum install compat-libstdc++-33

try that, it should install the compatibility libraries for an older GCC version. If not you'll need to find a repo with it.

Not saying it'll fix your problem but it might fix the first part