Here are a few things to get you started.
1) Never use autorun. It doesn't play nice with WINE. Instead use setup.exe or whatever it is for your game.
2) run winecfg and make sure that under drives tab your cdrom is setup correctly.
3) make sure you mount your CD from a terminal
Code:
su
[enter root password]
mount /dev/hdd /media/cdrom (make this reflect your drive)
4) run your program from a terminal so you can see any errors that come up.
Code:
cd /media/cdrom
wine setup.exe