If it needs MSIE to function I'd say you're pretty well screwed. But I'm not a Linux expert by far.

One thing I can comment on with a reasonable amount of knowledge is why are you using WINE to emulate an NES emultor? That's kind of.. er.. redundant. An emultaor emulating an emulator. Surely there exist native NES emus for Linux. I'd point one out, but I'm not an NES fan. I use ZSNES in Linux, a SNES emu, and ePSXe, a playstation1 emu. I'm also toying with Mupen64, a n64 emu. These are all native Linux.

Of course 8 bit NES is so lax on the reqs I'm sure you could do some crazy like run a Linux system with VMWare running Windows on top with Cygwin emulating Linux inside that with WINE installed inside Cygwin and WINE emulating the NEs emulator. In fact, try that some day just for laughs