The problem is probably that Wine is trying to look for the DLLs somewhere where they aren't. Run
winecfg and see if you can do something there, or if you want, read trough the three .reg files (especially system.reg) under your home directory:
Code:
cd ~/.wine
less system.reg
less userdef.reg
less user.reg
I believe the needed stuff is in system.reg or can be controlled using winecfg (which is just a graphical way to do it). Maybe you should point that for that program the DLLs should be searched from the mounted Windows partition's windows\system32 directory, or the directory where the DLLs are. I'm not a big Wine user, just run some programs at times, and try to keep out from configuring Wine; it's simple, but I don't like to consume time with it