[Wine] Java Error while trying to run an exe file :(

[nevermind]

While trying to run an exe file in my ubuntu 9.10 system, an alert is shown Java has not been found on your computer. Do you want to download now?
And when I click on OK, the alert dissapears and nothing happens. Can anyone help me in opening the executeable file?

When running the same same file in my windows machine, the executable opens fine.

Thanks