I had problems as well, and kept getting messages that I had mounted the Mac portion of the CD. So I followed the first few steps from the WineHQ instructions. Namely un-hiding the files on the DVD, and moving the files to a directory on my harddrive.
Quote from WineHQ:
( http://appdb.winehq.org/objectManager.php?sClass=version&iId=20549 )
Below are the instructions for installing from WoW Disks :-
To install from the CDs the files need to be copied over to your computer as attempting to install directly from disk will result in failure.
Create a folder in a convenient location such as on the desktop called wow_install
You will only need to install WoW using the Wrath of the Litch King disks. (The Wrath disks will install the WoW core game and the Burning Crusde as well).
Insert Disk 1 of the Wrath of the Litch King.
When you open the disk you will not be able to see all the files as they are hidden. To get them to show run the following code in Terminal :-
sudo mount -o remount,unhide /dev/sr0
If that code doesn't work try this one :-
sudo umount /dev/cdrom
sudo mount -t iso9660 -o ro,unhide /dev/cdrom /media/cdrom0/
Then open the disk again and you should see all the files.
Open the disk and copy all the files to your wow_install folder.
Now insert Disk 2 of the Wrath of the Litch King and follow the same step above to unhide the files.
Copy only the Installer Tome #.mpq files to the wow_install folder. (# will be a number. Basically from Disk 2 copy only the Installer Tomes that have a number in their name (NOT the one without a number, we got that one from Disk 1)).
Once complete eject the disk and run the Installer.exe in the wow_install folder with wine. (Simply right click it and select "Open with Wine Windows Program Loader").
WoW will now install.
Also, I had to direct Crossover to "Installer.exe", not just the directory the file was in.
I hope that helps some!
-zami