Hello,
You can install Wine with the following command in the terminal:
sudo apt-get install wine
or you can install from Aplications --> Add/ Remove. You will get a new option in Application menu called Wine. After installation, you can install and run almost any .exe program you have used user Windows .
You can see the tutorial about wine install and some pics here:
http://www.gazduiretm.eu/blog/2009/07/14/instalare-wine-in-ubuntu/
Hope that helped you!
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