wine users - Jan 2011 - DirectX, I have to install that for DX games right?

Any speciel tips?

Some games run fine without it, as Wine has a lot of directx already.

A lot of games need just one little part of native directx, so 
you can often get away with just
  winetricks d3dx9_36
because that brings in the key missing bits.    

Occasionally you have to do the rather bigger
  winetricks d3dx9
or even the massive
  winetricks directx9
but you should use the lightest-weight one that works.