[Wine] Newbie Question

[Jem]

Installed the current Wine release under Ubuntu 7.10 32 Bit. I cannot see how to actually install a Windows application correctly. Sorry, I just can't find out how to do it - I want to run the .exe installation file for a program called ConvertXtoDVD.

I also (through mucking about and not asking first) totally messed up the Wine application, removed it 'completely' via the Package Manager, but when I re-install it's remembered all my erroneous settings. How can I get back to 'Square 1'?

Thanks.