I found a workaround for Picasa 3 to find subfolders and add them to the list of pictures.
If you assign a drive letter to your main picture folder in Crossover and add it to the Folder Manager in Picasa 3, it will go into subfolders!
I would completely remove the Pictures folder that you used so far from being scanned to avoid doubles and confusion.
Instructions:
In Crossover, click the menu CONFIGURE, then MANAGE BOTTLES.
Select your bottle on the left, then click CONTROL PANEL on the right.
Select WINECFG and click LAUNCH SELECTED ITEM.
Once the Wine Configuration panel opens, click the tab on top called DRIVES.
Click ADD, and a new drive letter will be created (in my case D:).
Click the BROWSE button and then locate your picture folder, e.g. /Users/myuser/Documents/My Pictures/
Click OK.
Launch Picasa 3.
Click the menu TOOLS and FOLDER MANAGER (in Picasa, not Crossover).
Now click through all the folders that are showing - in my case, they all started with /Users/myuser/Library/Application Support/Crossover/ ... and so on.
Go through all of them and watch the folder name on the right above the 3 round scan buttons - one of the folders will end in the drive letter you just created, in my case it ends in .../d:/
Select that folder and press SCAN ALWAYS on the right, then OK.
Picasa should scan the folder now.
If you add a new folder inside your picture folder, Picasa may not detect it immediately.
I found that opening the Folder Manager again and without making any changes clicking OK will prompt Picasa to try and find more pictures immediately, and I got the newly copied folders added to the list.
This has worked for me so far on 2 occasions, so I am confident others will find this useful, too.