I open up my D drive (NTFS), right click on the file I wish to run, choose open with and use /usr/bin/wine and get nothing... not even an error message.
Not sure if it's because the file is on an NTFS formatted drive and not a FAT32 or not (don't think that should make much of a difference - sinse the file type I am trying to open is a movie clip and not an exe that has .dll files associated with it).
Open up a terminal window and do /usr/bin/wine FILE where FILE is the path to file and the file name. See if it generates an error message in the terminal window.