[Wine] Running Wine Apps From The Menu?

[Alucard-sama]

I read somewhere that directly running an app in Wine without first cd-ing to it's folder wasn't the best thing and that I should right a bash script to launch them if I don't wanna constantly cd to the right directory.
Wine creates Shortcuts in the menu for me for all the apps I install through it.
My question is, are these shortcuts the OK way to launch Wine apps or should I still make scripts and avoid using the default shortcuts?