wine users - Nov 2008 - How to install Wine on Windows?

I'm using windows, and I've downloaded the binaries and dlls, so now
what?  I have a program that I can't run the setup without wine.  So how do
I install wine?

Basically you don't.

Wine dlls were produced for testing reasons on windows.    It not a operational
wine environment.

Figures.  Man, I still have the cds for Windows 95 and xp, too.  But my only
computer has vista.  I heard the only way to install both is to do the older one
first?  Thanks anyway.