Well, chances are that you are trying to install games that aren't supported by winex. If I were you I would go to http://www.transgaming.com/searchgame.php
and see if the games are supported or not. they also have a forum for each game, maybe your problem would be answered there.
It would also be helpful to know the output of winex to see what the error is, if you want to do that it would probably help us out a bit.
The problem isn't that you don't have a windows partition, wine just works off of the fake "transgaming drive" that it installs anyway
If this isn't the problem, post again and let me know, ill look into it further.