So the (Vanilla / Un-modded ) game runs fine with a steam copy and crossover 11.0.2
But a LONG time ago I became completely disinterested in playing S.T.A.L.K.E.R. games without mods.
Tested installing L.U.R.K 1.05, next LURK 1.1 and then tried Complete 2009 1.4
All of which I tested on Crossover 11.0.2 and all times the game refuses to launch.
If you've not heard of the LURK Mod I suggest you check it out. IMHO it's better than Complete 2009 Mod
http://www.moddb.com/mods/lurk
http://www.moddb.com/mods/lurk/news/lurk-11-prerelease-major-announcement
It's probably worth noting that I tested the above on both a Vista Bottle and an XP Bottle with a good selection of winetricks / dependancies installed in each bottle.
The only up side is that we can still play these Mod's under bootcamp for the Mac.
8 Core Xeon Mac Pro 2.8ghz
Geforce 8800GT
OS X 10.6.8
Crossover 10.3