As of right now, it looks like all of the download clients that are available directly through Aeria Games use the Akamai installer, which doesn't work in Crossover. I've removed the automatic download links that point to Aeria from the Crosstie at this time, to prevent confusion.
To install Shaiya using the Crosstie, first download a copy of the full client from elsewhere on the internet - it's available on a lot of different gaming and mmorpg sites.
Then, download the Crosstie and open it in Crossover Games - it should detect your downloaded shaiya installer (i.e. "Shaiya_Install_US_090508.exe") and offer to install, but if Crossover hasn't detected your downloaded file use "choose installer file" to browse to and select the installer.
After installation, the Update patcher might hang repeatedly as it pulls down the latest client info. Quit the updater, quit the bottle containing Shaiya, and re-try until it says the update is complete.
The first time you launch the game with "start" after a complete update, it will probably fail. It should succeed on the second try.