[Wine] Question about Wine 1.2.2 and running uninstalled Windows programs

[Jeffrey Needle]

Using Wine 1.2.2 on a Ubuntu 10.04 box.

I have a Windows app I need to run.  There is no install program for the
app -- it's a simple copy of the executable and the dll's to a
directory.

I notice that, if I copy the full directory into the Wine Program Files
directory, I can navigate there, click on the executable (after
indicating it is as such in the Permissions tab), and the app starts
just fine.

I'm having trouble creating a desktop icon for this app.  I've
right-clicked, made a link, and then sent it to the desktop, where it
appears just fine.  But double-clicking on the link does nothing.

Is there some work-around for this?

Also, is there a way to use old DOS programs in Wine?

Thanks.