(Internet connection must be needed and successfully tested on Ubuntu 10.10 and 10.04 by me)
1.Reload your source database by putting this line into terminal.
$sudo apt-get update
2.Now search name as 'wine' into synaptic package manager(It like to be wine1.2 because 1.2 is stable version of wine).
synaptic package manager is available only in ubuntu,it may be differ on other GNU/Linux OS.
Wine lets you run Windows software on other operating systems. With Wine, you can install and run these applications just like you would in Windows.
Wine is still under active development. Not every program works yet, however there are already several million people using Wine to run their software.
3.Now right click on wine and select 'Mark for installation' and Click on Apply(available on menu bar of synaptic package manager).
4.Now,It will be downloaded from ubuntu Apache server and will be installed on your system.
5.Restart your system(not needed but Recommended)
6.If you want to install latest development version of wine software,Go to www.winehq.org
and by clicking download page,you can choose version of wine for your any GNU/Linux system.
7.All .exe file will not run....but you can explore by this site
this site is application database of exe files which can be run using Wine..
8.Wine tested on Microsoft Office 2007,2003 ,many games like counter strike,Google's picasa etc...