I have managed it (Grokster 1.5.1 under WINE). For screenshots, see http://homenet.rouben.net/grokster/wine/
The only problem is that every download I try fails... Any ideas?
P.S. For those of you who don't know, Grokster is a KaZaA-compatible file sharing client, without all the cr*p that KaZaA is prebundled with. If you're still suffering with KaZaA, download Grokster.