I've had luck loading it into kedit or (in terminal) going to /etc and tracking that wine.conf file down (I think it's right there under /etc) and just punch in vi wine.conf . After that, just hit "a" and you're ready to go. When done, hit Esc, :wq (enter) and it should save. If you blow it, hit :q! (enter) to forget your changes, then rinse & repeat. Restart and try the new settings.
PS: could you mail me a copy of the executeable from your package of WINe? It should be under your /home folder. Mine aparantly didn't come with it.
PPS: As always, note my signature and proceed carefully. It should make it relatively obvious I'm also a rookie.