SOLVED !!!
Actually you don't have to install under wine so that it works, u can run apps already installed on other partitions...
My problem was that eMule would run under wine but would NOT continue previous downloads... I found out that this was due to linux being unable to write on the mounted ntfs partition... So I downloaded ntfs-3g and mounted my WinXP partition with it... Now i can run "wine /media/sda1/Program Files/eMule/emule.exe", and the current downloads are read correctly and they continue normally
