[Wine] STRANGE problem when loading a .exe!

[fescobar]

Ok, so here's the deal:
I downloaded a game with no installer, just have to execute the .exe to run.
So when i double click the .exe in Nautilus, the game runs perfectly, but when I execute the game from terminal with the "wine" command it gives me an error and the application stops, I don't really understand why somehting like that happens, so I would really appreciate any help or explanation to this. Because as far as I know the .exe is set to be opened with the "wine windows program loader" which is the same as the "wine" command in terminal.
Like I said, STRANGE problem.