wine users - Mar 2011 - Sherlock Holmes: The Awakened

trying to start Sherlock Holmes: The Awakened v1.0. Ubuntu 10.10 wine-1.3.15.
It's being start and get a window: By the first start you must have
administrator privilege. Something like this. What does it mean? I mean, that I
knew what it mean, :) but how can I fix it?

Ohh, i forgot, trying with wine-1.2.2 - doing the same