You may want to give
wine a shot. I've used Cedega and Wine with Diablo 2, and as weird as it sounds, Wine works better (at least with Diablo2). Wine has done some very good implementations of DirectX lately. I've got nearly every application I need to run well under wine.
Also, check
Frank's Corner for some tutorials helping you to get your favorite program/game running under wine.
Oh, and always check wine compatibility list:
http://appdb.winehq.org/appbrowse.php
It is very helpful indeed ^_^;
Regards!