DW runs perfectly fun under wine.
To install... don't go for a Full install, go for a Typical Install. The full install specifically checks that the disk is in the same drive that the install was started in and because the install program is active it keeps the virtual disk tied.
However the typical install...doesn't. Needless to say, if you're still having trouble...burn it to a disk

. They're only a few $.
Edit:
Ubuntu 14.10 (Utopic I think)
Wine 1.7.34
The only problem I get is when the game hangs while starting and it screws with my display resolution... (I can't see half my screen in 800x600 dammit)