You would need to get (download) the shockwave installer file for windows.
Then you open a console window (Terminal or so...) and type:
Code:
wine /path/to/shockwave-installer.exe
(replace "shockwave-installer.exe" with the actual path and name to the file you downloaded)
or change to that directory first and then just use the filename.
How did you try to do (install) it?
[edit]
...and - no - we can't give any real help if we don't know what you did and how you did it.
It's not that we don't want to or want to make it harder on you - most of us don't have the "sight"...
If you already deleted ~/.wine you will need to run "winecfg" before you try to install any windows software using wine.