Thanks to a tip I now found a way to get winmx to run on recent wine versions with winmx.
The trick is to get some libraries from xp and use them instead of the ones supplied with wine.
You need: cryptui.dll shlwapi.dll shdocvw.dll
You can easily grab them from your windows or get them off the net - just ask google
Under windows they're located under c:\windows\system32
and they need to go into ~/.wine/drive_c/windows/system32
(~ stands for your home drive for the linux noobs, i.e. /home/yourname/....)
Once they're copied there you need to open winecfg
, the wine config tool.
You then need to set the windows version to the one you got the .dll's from, so windows XP in this case:
You may need to add the cryptui.dll manually, the others should be available in the drop-down box.
(oledlg.dll being the actual patch and needing to be added in overrides for winmx to connect)
Just apply these settings and afterwards winmx should start up normally - just with a blank status bar