This is a common misconception. You don't "speed up" wine. Wine isn't a program. It's an attempt to re-create the Windows environment and libraries under *nix so that Windows programs can run. As such, how well any individual program will run depends mostly on the exact API calls it uses and whether wine has implemented them properly. Some programs won't run at all, some will run, but be slower or have missing features, and others may even work better than under a native Windows system.
Your own exact combination of hardware and software can also affect things.
So what you need to do is search around to see if anyone has any advice for the program(s) you want to run. Check out the wine
appdb, read through the
documentation, and google for others' experiences. There may be some general settings, especially in graphics, or registry entries you can tweak that may help. Or perhaps switching a few dll files to native versions will improve things. You might also try out some previous versions of wine; sometimes certain programs run better on older versions, due to changes in the way things are implemented.
Finally, check out the wine spin-offs that have been specifically designed for gaming,
Crossover Games and
Cedega. These are not free, but they may do better for some games.