It is commonly known wine has issues with the Windows-install format.
So, the best thing to do, is, if you have a native Windows partition, start Windows, install the software, and then use wine (simplest, but need native windows).
If you've no native Windows, you could try look at WineTools, which is an effort to try Windows programs:
Wine Tools - WineTools is a menu driven installer for installing Windows programs. This software lets you install the following Windows software: DCOM98, IE6, Windows Core Fonts, Windows System Software, Office & Office Viewer, Adobe Photoshop 7, Illustrator 9 and many other programs.
Look at:
WineTools (Click
here)