[Wine] Using Wine with Windows data

[Alistair]

Hi I am new to Wine, but I read in the FAQ the following:
'Do not try to configure Wine to point to your actual Windows C:\ drive. We have tried to make this hard to do so you probably cannot do it by accident.'

This does not make sense to me since my primary use would be to run programs under Wine eg Quicken which point to a data file in Windows so that both Windows and Linux access the same data. This is what I thought the settings in Wine were for so that you could define desired directories in your Windows partition to use that data. But of course, thats not so, and its  quite an exercise to make it happen. Any comments?