If you can't get winex to work, there is no reason not to try regular wine (
www.winehq.org). Regular wine is very easy to install since it has binary packages released regularly.
You should also be knowing that WineX and Wine are almost the same thing. WineX is born out of Wine, and WineX is tied to Wine by the GPL license. Some libraries of WineX are closed source, but that still mean a lot (maybe the majority) of improvements brought by WineX are also applied to Wine. Wine is the foundation on which WineX is built. We shouldn't forget to credit Wine for that.
WineX is not the holy Grail (neither is currently Wine). The fact that WineX and Wine are so tightly related means that one cannot be so far ahead of the other. You will still have plenty of research to do to get some programs working with one or another. Personally, the more I familiarize with Wine, the more I wonder what WineX does more or what WineX can do more.
I tried compiling WineX from cvs once and had problems. Instead of figuring what was going on, I simply went towards Wine, as I had used it a little and knew it at least worked.