"A program isn't working for me. Please help."
Seriously, that's pretty much all you've said. How is anyone supposed to know how to help you if you don't give any details? You could at the very least give us the name of the program you're trying to use.
But in any case you need to understand how wine works. It's a "compatibility layer" that attempts to translate the api calls of windows programs into their equivalent Linux calls, allowing them to run semi-natively.
Whether any specific program runs depends on the exact api calls it makes, and whether the wine developers have yet managed to duplicate those calls correctly. This means that some programs work well, some partially, and some not at all. If any particular feature in a program doesn't work or is buggy in some way, it's likely due to an unsupported or incomplete api.
The best suggestion I can give is to read the wine documentation carefully, particularly the parts where it talks about getting programs to run. Also read everything you can find in the appdb and the web concerning your program. Try running it from a terminal, watch the output and keep track of the .dll calls it makes, and see if switching the loading order or using the native windows versions helps any.
If nothing you try works, file a bug with the wine developers, and/or check out the Codeweaver's paid-support version.
Finally, recognize that some programs simply will not work in wine no matter what you do. Your only choice then is to run it in Windows, perhaps in a dual-boot or virtual machine setup.
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