wine users - Oct 2008 - Is there a way to protect Wine?

This may seem weird, but is there a way to ensure that an installer cannot
destroy your wine files? I have a game that, I think, may try to install some
weird directX stuff without giving you the option, but I'm not sure, and I
don't want to ruin my other games. I installed it once and Jazz Jackrabbit 2
stopped working, but that may have been the cause of something else.

So...what can I do?  Is there some easy way of protecting wine and the other
games? Or has there never been an installer that force installed directx?

The game is a demo of Hype: The time quest,  available here if someone wants to
test it:
http://www.download.com/Hype-The-Time-Quest-demo/3000-7563_4-10032795.html

man wine

You will see a WINEPREFIX option.  Each prefix is basically a complete
independant version of the drive C and so on.  So yes by using prefix you can
protect self from these evils.   Please note these evils also happen under
windows.

Just what I needed. Now...How do I use WINEPREFIX?

Thanks!