I have seen that a lot. Warcraft III worked very well back in the day with CrossOver 3.0, but it's been spotty with versions 4 and 5. I haven't fired version 3.0 up in a while, and Warcraft has been patched a ton of times since then, too, so even though it worked well before that could be broken now, too.
I have had good success with Warcraft III and WineHQ Wine lately, though, so I'd recommend using that for the time being. Since Warcraft III is not officially supported in a current version of CrossOver, it will only start working better if a fix to some supported application happens to also affect it. I have high hopes for the next major release, though, since that should be much more up to date with Wine than even the 5.0 ones are.