There are times when you've been trying everything, you even killed a cat at full moon and ate it with rotten garlic and foul fish while doing the Devil's Dance, yet nothing helped to make some damn program work on some Wine version. Don't despair, we're here to help you... (in other words: how much do you want to pay ?)
Run a Perl script called winecheck. For details, please refer to the Configuration section.
In several cases using different windows version settings can help.
This sometimes helps, too: Try to use both wine prg.exe and wine x:\\full\\path\\to\\prg.exe
Run with --debugmsg +loaddll to figure out which DLLs are being used, and whether they're being loaded as native or built-in. Then make sure you have proper native DLL files in your configured C:\windows\system directory and fiddle with DLL load order settings at command line or in config file.
Just an idea: could it be that your Wine build/execution environment is broken ? Make sure that there are no problems whatsoever with the packages that Wine depends on (gcc, glibc, X libraries, OpenGL (!), ...) E.g. some people have strange failures to find stuff when using "wrong" header files for the "right" libraries !!! (which results in days of debugging to desperately try to find out why that lowlevel function fails in a way that is completely beyond imagination... ARGH !)
Instruct Wine via config file to use either desktop mode, managed mode or plain ugly "normal" mode. That can make one hell of a difference, too.
Maybe your app is using some kind of copy protection ? Many copy protections currently don't work on Wine. Some might work in the future, though. (the CD-ROM layer isn't really full-featured yet).
Go to GameCopyWorld and try to find a decent crack for your game that gets rid of that ugly copy protection. I hope you do have a legal copy of the program, though... :-)
Running with or without a Windows partition can have a dramatic impact. Configure Wine to do the opposite of what you used to have. Also, install DCOM98 or DCOM95. This can be very beneficial.
Sometimes wine installation process changes and new versions of Wine account on these changes. This is especially true if your setup was created long time ago. Rename your existing ~/.wine directory for backup purposes. Use the setup process that's recommended for your Wine distribution to create new configuration. Use information in old ~/.wine directory as a reference. For source wine distribution to configure Wine run tools/wineinstall script as a user you want to do the configuration for. This is a pretty safe operation. Later you can remove the new ~/.wine directory and rename your old one back.
There is a really good chance that someone has already tried to do the same thing as you. You may find the following resources helpful:
Search WineHQ's Application Database to check for any tips relating to the program. If your specific version of the program isn't listed you may find a different one contains enough information to help you out.
Frank's Corner contains a list of applications and detailed instructions for setting them up. Further help can be found in the user forums.
Google can be useful depending on how you use it. You may find it helpful to search Google Groups, in particular the comp.emulators.ms-windows.wine group.
Freenode.net hosts an IRC channel for Wine. You can access it by using any IRC client such as Xchat. The settings you'll need are: server = irc.freenode.net, port = 6667, and channel = #winehq
If you know you are missing a DLL, such as Visual Basic Runtime, you may be able to find it at www.dll-files.com
Wine's mailing lists may also help, especially wine-users. The wine-devel list may be appropriate depending on the type of problem you are experiencing. If you post to wine-devel you should be prepared to do a little work to help diagnose the problem. Read the section below to find out how to debug the source of your problem.
If all else fails, you may wish to investigate commercial versions of Wine to see if your application is supported.
Finding the source of your problem is the next step to take. There is a wide spectrum of possible problems ranging from simple configurations issues to completely unimplemented functionality in Wine. The next section will describe how to file a bug report and how to begin debugging a crash. For more information on using Wine's debugging facilities be sure to read the Wine Developers Guide.