When I'm using Linux with KDE, I can click on spider.exe (one of the only things that I use Windows for!), associate it with wine, and play.
Then, when I boot up XFCE2, I do the same thing, but it won't load up.
I know that there's a simple way to fix this (I'm sure of it!), but darn it, I just can't claw my way out of newbieland to find it.