When running a windows application from console, try to cd into the directory where the application resides. Then, in a console, type the exact exe file that you want to run.
For example, if you want to run danleff.exe and resides is in the home directory;
cd /home
wine danleff.exe
Also, the app that you are attempting to run, did you just copy the exe file from a Windows directory, say in win 98, or attempt to install it with wine.
Give an example of what exact application that you want to run and where the app resides - your home directory...
A good tryout app is solitare. In this cae, you can copy the sol.exe from a win 98 directory to, say, your home directory (ie; /home/danleff), then run wine sol.exe from that directory in Linux.
But, in most cases, such as Dreamweaver, you need to install the app with wine first, then run the exe file from the native directory.
However, if your win system is win 98, you can run it from the native directory of the windows partition. Not so with Win XP, which wine will have trouble with.
I hope that I am clear. Post what you have and we will try to help.