I have a dual SLI nvidia box. While running CxPro 9.1 on ubuntu 10.04 I get this error. I did not seem to have this issue before I completely rebuilt the box around SLI and the new ubuntu...however there is a nice workaround.
1) Fresh WinXP bottle with core fonts and modern Direct X in it
2) installed from battle.net (register your games, get a new code...no cd required)
to get around this issue:
1) open manage bottles, selecting the bottle you installed the game into
2) Control Panel - Wine Configuration
3) Graphics tab: turn on Emulate virtual desktop. You may also want to turn on the "stop the mouse from leaving window"
your game should run nicely now. My desktop seems to brighten while running the game...this is most probably my native drivers reacting to what wine is doing to some gamma setting, but it is workable.