I just tried to run Wine on my 'Football Manager 2005' disc's install file, it looked as if it was about to work, then the program closed, leaving this in my console:

wine autorun.exe
localhost:/media/cdrom# fixme:msi:MsiGetProductInfoW L"{EC0AB585-B279-4A77-8BB5-64C403E43EE7}" L"PackageCode" 0x403a9db0 0x406cdb18
fixme:msi:MsiInstallProductW L"Z:\\media\\cdrom0\\PC\\Football Manager 2005.msi" L" SETUPEXEDIR=Z:\\media\\cdrom0\\PC"
fixme:msi:ACTION_PerformUIAction UNHANDLED MSI ACTION L"SetupInitialization"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"FindRelatedProducts"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"ValidateProductID"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"IsolateComponents"
err:msi:deformat_component POORLY HANDLED DEFORMAT.. [$componentkey]
err:msi:deformat_component POORLY HANDLED DEFORMAT.. [$componentkey]
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"MigrateFeatureStates"
fixme:msi:ACTION_PerformUIAction UNHANDLED MSI ACTION L"InstallWelcome"
fixme:msi:ACTION_PerformUIAction UNHANDLED MSI ACTION L"SetupProgress"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"FindRelatedProducts"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"ValidateProductID"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"IsolateComponents"
err:msi:deformat_component POORLY HANDLED DEFORMAT.. [$componentkey]
err:msi:deformat_component POORLY HANDLED DEFORMAT.. [$componentkey]
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"SetODBCFolders"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"MigrateFeatureStates"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"AllocateRegistrySpace"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"UnpublishComponents"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"MsiUnpublishAssemblies"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"UnpublishFeatures"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"UnregisterComPlus"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"SelfUnregModules"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"UnregisterTypeLibraries"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"RemoveODBC"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"UnregisterFonts"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"RemoveRegistryValues"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"UnregisterClassInfo"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"UnregisterExtensionInfo"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"UnregisterProgIdInfo"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"UnregisterMIMEInfo"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"RemoveIniValues"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"RemoveShortcuts"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"RemoveEnvironmentStrings"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"RemoveDuplicateFiles"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"RemoveFiles"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"RemoveFolders"
fixme:msi:ACTION_HandleStandardAction UNHANDLED Standard Action L"MoveFiles"

The Wine version is Wine 20050524, being a bit of a newbie to Linux I have no clue what the above means, let alone how to fix it, but any help would be very welcome, thanks!

It seems to have written at least some of the program to my drive, but after running Wine on the game EXE, I got an error saying 'unload the debugger and run wine again'

Well often wine needs a lot of tweaking if you want to run games on it, if you can get them to work at all. Your best bet is probably cedega. This is not free but you can use the cvs code for free. There are scripts that'll automate the process of getting the cvs code and installing it. I don't have the link to it but I think I found it with google 'winex cvs"