wine users - Feb 2010 - Error message when try to install Windows based application

Hi there, I am trying to install some of my applications on Wine but I get the
following error messages:

An error occurred while loading the archive
Archive: /media/cdrom0/Setup.exe 
[/media/cdrom0/Setup.exe] 
End-of-central-directory signature not found. Either this file is not 
a zipfile, or it constitutes one disk of a multi-part archive. In the 
latter case the central directory and zipfile comment will be found on 
the last disk(s) of this archive. 
note: /media/cdrom0/Setup.exe may be a plain executable, not an archive 
zipinfo: cannot find zipfile directory in one of /media/cdrom0/Setup.exe or 
/media/cdrom0/Setup.exe.zip, and cannot find /media/cdrom0/Setup.exe.ZIP,
period.


any ideas?

Thanks