Wine is tough to get things working mate. This is probably not the answer you seek, but use wine only when really necessary. You are better off using Linux native programs than trying to emulate things with Wine. Since wine came out, every single new version easily breaks a program that previously was working with wine. This is the kind of program that will always be at beta stage, and apparently never good. WineX is a totally different beast though (it's optimized for DirectX games) and really works. Still, if you want to keep trying to get wine and windows applications working, try going to Frank's Corner
and see if there are tutorials there to get the application you seek working. Personally, I'd recommend checking this
table of Equivalents Linux - Windows applications and run Linux native programs. Programming in Linux to develop Windows applications is no good idea.
I've never used Borland C++ Builder, but if it's an IDE for C++ that you are looking for C++, on the top of my head, Kdevelop and anjuta, and for database mysql...