WINE is not an easy program use. It has tons of problems.
There are easier programs out there that can run windows or other OS. They are Win4lin, Bochs, and VMware. You can install any OS in Bochs and VMware because they virtualize or emulate a machine. Win4Lin needs windows installation disk and you can run any windows program. Bochs is free but still in its developing stages. Win4Lin cost about 99 US dollars but you can try it for 30 days for a trial. VMware is a very, very stable program that is much faster than all of them but it costs 300 US dollars and like Win4Lin you can try it for 30 days for a trial.
Win4Lin -
http://www.netraverse.com/
Bochs -
http://bochs.sourceforge.net/
VMware -
http://www.vmware.com/
WinFree8, LINUX can not run exe files but only you don't have wine running as a daemon. Compiling programs are much better than installing from rpm files. You can get away with RPM files but sooner or later you have to compile a program. Many RPM files depend on other RPM files and this can create nightmares for you. Below are good web sites for beginners.
http://www.justlinux.com
http://www.tldp.org/