Here I'll write a script for ya, what the hell.
you will have to change the paths in this script to suit where your winmx installation is....
open a text editor and copy this into a new file...
cd /home/USERNAME/.wine/fake_windows/Program\ Files/WinMX/
rename the file WinMX.sh
you can do that with
mv oldfile WinMx.sh
make the file executable...
copy the file to your desktop.
cp WinMX.sh /home/USERNAME/Desktop
run the script.