[Wine] Installing Counter Strike, clicked exe nothing happens

[MKVCrazy]

I clicked on the .exe file and nothing happens. I am not trying to install from the steam. I'm just trying this out to see how good my system is to run a game under Wine. Is there something I should do first before installing any games under Wine? If you have seen similar questions, please kindly refer me to those pages. I have searched over the net and I found many similar ones but none has solve my problem yet.

Thank you,
MKVCrazy