Wine question of installing software from CD

Hi I'm first time starting to play with Wine. My spouse have a game on CD, and when I'm trying to install it with Wine, it comes up with a small "M$" kind of window with only "OK" button, and no text. When I click on that, the installation stops. On the lower-edge of screen there is "xxx installation wizard" or something like that (it is in Finnish), that has progress bar up to 100%.. This looks as it should. What can I do?? Jaska.