Hi again linuxmandrake!
This link will help you out with wine:
it has plenty of tutorials that teaches how to get Windows applications and games to run in Linux. Most of the tutorials also tells how to download native .dll's and how to use them. It's fairly straight forward: copy the .dll's to your fake_c and edit wine.cfg to tell it to use the native .dll's. Check out a few tutorials and you will get the hang of it.
I'm just using Cedega today for games and I'm very happy with it. Definitely worthy purchasing it. If the game is not supported I simply don't try to tweak so much. I love tweaking, but when it comes down to games I like to simply put the CD/DVD on the drive and start playing ^_^.