Well, if your happiness depends so strongly on this PokerStars thingy that it urges you to scream, then let us see what we can do...
One thing to remember: Whenever you find yourself without a clue, start the program from a terminal window, do not use a graphical file manager like Konqueror; they tend to hide away many error messages that might prove to be helpful hints.
It looks like the setup program of pokerstars wants to display a text file (eula.txt) in the root directory of the "drive" from which it has been started, but cannot find it. However, as you probably know, Linux does not use drive letters, but one single root in which all storage devices are mounted into.
Since you didn't give enough information, I assume you are installing it from a CD-ROM...
Try this:
* configure Wine properly using
winecfg. You have to get Wine to "simulate" Windows drive letters by mapping paths of the Linux file system tree to them. It's done using the 'Drives' tab. It's pretty self-explainatory.
You should also assign the mountpoint of your CD-ROM drive (should be in /media) to a drive letter.
* Then, using a terminal application like konsole,
cd into the mountpoint of your CD-ROM, and type
wine pokerstars.exe
* the Wine project maintains an application compatibility database at appdb.winehq.org where users post their success stories and what they did to get their stuff running
It is not guaranteed that your favourite software works with Wine, but you seem to be lucky: check
http://appdb.winehq.org/appview.php?iAppId=2029
Good luck
