This is a BIG HEADS UP!!!!! THIS COULD POTENTIALLY MESS UP YOUR CXGAMES INSTALLATION AND ALL YOUR BOTTLES!!!!
I haven't had any issues so far, but it is possible that is could cause some incompatibilities with some games or software that is officially supported. YOU HAVE BEEN WARNED!!!
In an XP bottle, install Microsoft .NET Framework 2.0 or 3.0, then install Fallout New Vegas along with DirectX 9.0c and Microsoft Visual C++ 2008.
You will find the original in either ~/cxgames/lib/wine or /opt/cxgames/lib/wine
depending how you installed CXgames. Be sure to BACK UP your original d3d9.dll.so file in case of any instabilities or incompatibilities so you can put it back to the proper CXgames release.
If you have any issues with CXgames after doing this DO NOT ask for help as your version of CXgames is now unsupported, so in other words you are on your own.
All thanks and applause go to Don, not to me. I was only a guinea pig to test it.