As of July 2009, Turbine has changed how it distributes the electronic download of the Lord of the Rings: Mines of Moria client, breaking installer compatibility with CXG.
The Trial version, "lotrosetup_freetrial.exe", uses the .NET 2.0-based Turbine Download Manager, which is not compatible with CrossOver Games.
The new, full installers, "lotrohigh.exe" and "lotrostandard.exe", use a Bittorent-like downloader by Pando, which does not work under CrossOver Games.
The old, full installers, "LOTRO-US-MinesofMoria-Downloader-HighRes.exe" and "LOTRO-US-MinesofMoria-Downloader-StandardRes.exe", have had their sources removed and cannot download anything.
LOTRO itself is still compatible with CXG. It is the downloadable installs that are the problem.
If you have the LOTRO:MOM install DVDs or have access to the older downloadable files ("MoriaSetup.exe" with eleven "*.bin" files) use those instead.