Reinstall wine? It should recognize the exe. If it doesn't, start wine from the command line.
Open up Konsole (or whatever terminal you have handy), cd to the directory where winmx.exe lives and type this command:
wine winmx.exe
That should start winmx.
The invisible man is blind. If light passes through a body without being affected, then it cannot be properly refracted by the lenses. It won't be focused and he will constantly see a blur of random colors as lights hit the rods and cones from each direction.