Go to Frank's Corner
- he has a number of howtos for installing programs with Wine - Dreamweaver MX is one of them. It's a previous version, but the instructions should still be correct.
Offhand, I'd say that you have wine configured to be Win95 and MX2004 is 98 and above. Check your system requirements (either from the box or the Macromedia website) and then comment out the win95 setting and uncomment whatever MX needs in your wine config file.