DISCLAIMER: I don't have it actually "working" either, but I've got an answer for this at least. I'm also on Linux (Kubuntu 8.04 64-bit), but the process should be the same/similar.
First make a bottle with DirectX. Google for "winhttp.dll" and copy it into the bottle's "drive_c/windows/system32/" directory (I work on this from the command line, I'm not sure how familiar you may be with that. In OS X the terminal should be similar, which would mean it'd be "/<path to your user account>/.cx<something/<bottle>/drive_c/windows/system32/").
Don't bother trying to install it. For some reason the installer just starts up, you agree, and it dies. Fortunately Warhammer Online needs no installation, just the files (I even did this on Windows, so we know it should play nicely this way).
Load in the first disk and make a directory under the bottle's drive_c somewhere and name it something appropriate. For me, I did "Warhammer" under the "Program Files" directory but it really doesn't matter (for reference on Linux this looks like "/home/myuser/.cxgames/warhammerbottle/drive_c/Program\ Files/Warhammer/"). Then copy the contents of the "data1" directory off the first DVD entirely into that directory. When done put in the second disk and do the same but data2's contents this time.
When you've done all that, fire up CrossOver and tell it to run a command in a bottle. Direct it to the "/path/to/Warhammer/warpatch.bin." You can try the exe but I had zero luck with that. While my luck with the bin isn't much better (refuses to authenticate and start up, like a lot of people apparently) this is a little further than you were before.