"If you have an install.exe it's not meant to be run from Linux" ... I agree.
As far as installing wine goes I have always found it easiest to install from the source package. This page:
http://www.winehq.com/site/docs/wine...elper-programs describes a very simple way to compile, install, and configure wine in one go, the rest of the documentation is very good too. I don't know anything about Linspire (what libraries are included etc) but there should be a list of dependencies on the winehq site somewhere.