Well, wine creates a fake c_drive that it uses to run all the windows programs you'll install. These should be under a hidden subdirectory of your home directory --
/home/user/.wine/
If you just downloaded the windows program, all you should have to do is run it like this, from the command line:
Code:
wine programname.exe
You may have to do some setup, like creating your fake windows drive etc -- but that might have already been done for you. Try running the program like that.
PS -- I don't think you installed that .exe program, as you'd have to run it to do so. You simply downloaded it.
--Shade