i'm one of those who has had incredible success with wine (the regular one from www.winehq.com
first of all, what program are you trying to run? are you sure that you have rights to that program (chmod 777 program.exe) and that you are preferably running the program off a cd or from your home dir?
also, have you tried winemine and wine notepad? make sure your config file is setup properly
for more specific, post that actual errors and tell us how "complex" the program is