It's actually very easy. Look on winehq, and follow that.
(You'll have to add one thing to you apt repsositories, which is the wine feed for (k)ubuntu.)
For installing wine on (k)ubuntu: http://www.winehq.org/download/deb
It worked fine for me on Jaunty (9.04) on an nvidia card on multiple machines.
The ability to boot from flash drive and able to play Demigod anywhere with an nvidia card: Priceless. 
(It'd probably work for ATI cards, if I installed their driver.)